# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-022314
**Filing Date:** 2026-3
**Character Count:** 2781368
**Document Hash:** 8320b3f46cbadcae12105c51ff8eb4ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022314.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022314

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 26730333

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011654 | Administrative Class       | MGOXX           |
| C000011655 | Advisory Class             | MAYXX           |
| C000011656 | Institutional Class        | MVRXX           |
| C000011657 | Investor Class             | MVVXX           |
| C000011658 | Participant Class          | MPCXX           |
| C000011659 | Institutional Select Class | MGSXX           |
| C000017907 | Cash Management Class      | MSGXX           |
| C000167931 | Select Class               | MSDXX           |
| C000227505 | CastleOak Share Class      | COSXX           |
| C000234745 | Impact Class               | IMPXX           |
| C000248673 | Impact Partner Class       | IPGXX           |
| C000248991 | Advisor Class              | MALXX           |
| C000263898 | Institutional Plus Class   | MPXXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

**Total number of share classes in the series:** 13

**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            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 40 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $212893994585.30

- **Amortized Cost of Portfolio Securities:** $212862742396.72

- **Cash:** $8267386973.97

- **Total Other Assets:** $3740601735.64

- **Total Liabilities:** $3551423653.05

- **Net Assets of Series:** $221319307453.28

- **Number of Shares Outstanding (Series):** 221349319988.7930

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $142687589541.60          | $192780794072.89           | 63.3900%                  | 85.6500%                   |
| 2026-02-03 | $139094752040.43          | $190421046004.38           | 61.8400%                  | 84.6600%                   |
| 2026-02-04 | $147414722615.10          | $198341248203.86           | 63.3300%                  | 85.2100%                   |
| 2026-02-05 | $147275992094.10          | $197761380236.76           | 63.4400%                  | 85.1800%                   |
| 2026-02-06 | $144255051569.14          | $194213376122.90           | 63.0900%                  | 84.9400%                   |
| 2026-02-09 | $148024676571.68          | $196844268713.28           | 63.8700%                  | 84.9300%                   |
| 2026-02-10 | $142581499050.34          | $193318110842.18           | 62.4000%                  | 84.6000%                   |
| 2026-02-11 | $144740509994.58          | $195103527980.54           | 62.6800%                  | 84.4900%                   |
| 2026-02-12 | $144837019387.47          | $193157113665.65           | 62.6900%                  | 83.6000%                   |
| 2026-02-13 | $134439590609.40          | $186306784433.34           | 58.8900%                  | 81.6100%                   |
| 2026-02-17 | $137699922441.10          | $189441288572.70           | 59.5500%                  | 81.9200%                   |
| 2026-02-18 | $136488677250.40          | $189380298404.02           | 58.7900%                  | 81.5700%                   |
| 2026-02-19 | $132933957659.99          | $185049834120.59           | 58.0900%                  | 80.8600%                   |
| 2026-02-20 | $127265058572.36          | $180041611404.98           | 56.7300%                  | 80.2600%                   |
| 2026-02-23 | $132292944061.07          | $185140239429.40           | 57.6300%                  | 80.6600%                   |
| 2026-02-24 | $126915902109.87          | $179452721855.48           | 56.6400%                  | 80.0900%                   |
| 2026-02-25 | $127652184456.09          | $180189969149.53           | 56.7700%                  | 80.1400%                   |
| 2026-02-26 | $128466067198.91          | $181004055610.36           | 56.9300%                  | 80.2100%                   |
| 2026-02-27 | $126475016758.17          | $179238298666.21           | 56.2400%                  | 79.7000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7600%             |
| 2026-02-03 | 3.7600%             |
| 2026-02-04 | 3.7600%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7500%             |
| 2026-02-09 | 3.7400%             |
| 2026-02-10 | 3.7400%             |
| 2026-02-11 | 3.7400%             |
| 2026-02-12 | 3.7400%             |
| 2026-02-13 | 3.7400%             |
| 2026-02-17 | 3.7400%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7500%             |
| 2026-02-20 | 3.7500%             |
| 2026-02-23 | 3.7500%             |
| 2026-02-24 | 3.7500%             |
| 2026-02-25 | 3.7400%             |
| 2026-02-26 | 3.7400%             |
| 2026-02-27 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0000                      |
|  |  |
| 2026-02-03 | 1.0000                      |
|  |  |
| 2026-02-04 | 1.0000                      |
|  |  |
| 2026-02-05 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0000                      |
|  |  |
| 2026-02-09 | 1.0000                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0000                      |
|  |  |
| 2026-02-12 | 1.0000                      |
|  |  |
| 2026-02-13 | 1.0000                      |
|  |  |
| 2026-02-17 | 1.0000                      |
|  |  |
| 2026-02-18 | 1.0000                      |
|  |  |
| 2026-02-19 | 1.0000                      |
|  |  |
| 2026-02-20 | 1.0000                      |
|  |  |
| 2026-02-23 | 1.0000                      |
|  |  |
| 2026-02-24 | 1.0000                      |
|  |  |
| 2026-02-25 | 1.0000                      |
|  |  |
| 2026-02-26 | 1.0000                      |
|  |  |
| 2026-02-27 | 1.0000                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $513025618.87

- **Number of Shares Outstanding:** 513093096.6200

- **Expense Reimbursement/Waiver:** 48151.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $2661416.42               | $10228.22               |
| 2026-02-03 | $5188540.14               | $1500.00                |
| 2026-02-04 | $477698.24                | $17775.43               |
| 2026-02-05 | $2323366.98               | $0.00                   |
| 2026-02-06 | $1362007424.17            | $2992106.94             |
| 2026-02-09 | $86109.16                 | $1898020.54             |
| 2026-02-10 | $367650.52                | $0.00                   |
| 2026-02-11 | $591441.22                | $4559221.98             |
| 2026-02-12 | $32078.90                 | $156697.80              |
| 2026-02-13 | $48943.48                 | $3560486.62             |
| 2026-02-17 | $2748371.89               | $215677.94              |
| 2026-02-18 | $1995139.33               | $0.00                   |
| 2026-02-19 | $3453970.18               | $3000.00                |
| 2026-02-20 | $510334.24                | $1361559995.14          |
| 2026-02-23 | $268709.53                | $120867.51              |
| 2026-02-24 | $15616.10                 | $169033.46              |
| 2026-02-25 | $22947062.19              | $250000.00              |
| 2026-02-26 | $330792.12                | $479389.33              |
| 2026-02-27 | $315820.92                | $2637020.49             |

**Total Gross Subscriptions (Month):** $1406370485.73

**Total Gross Redemptions (Month):** $1378631021.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4600%           |
| 2026-02-03 | 3.4600%           |
| 2026-02-04 | 3.4600%           |
| 2026-02-05 | 3.4500%           |
| 2026-02-06 | 3.4500%           |
| 2026-02-09 | 3.4400%           |
| 2026-02-10 | 3.4400%           |
| 2026-02-11 | 3.4400%           |
| 2026-02-12 | 3.4400%           |
| 2026-02-13 | 3.4400%           |
| 2026-02-17 | 3.4400%           |
| 2026-02-18 | 3.4500%           |
| 2026-02-19 | 3.4500%           |
| 2026-02-20 | 3.4500%           |
| 2026-02-23 | 3.4500%           |
| 2026-02-24 | 3.4500%           |
| 2026-02-25 | 3.4400%           |
| 2026-02-26 | 3.4400%           |
| 2026-02-27 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 13.4700%         | 0.0000%              |
| Depository institution or other banking institution |  | 78.5900%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2462726450.86

- **Number of Shares Outstanding:** 2463062186.1800

- **Expense Reimbursement/Waiver:** 101302.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $66362902.28              | $18333676.18            |
| 2026-02-03 | $28327973.37              | $15955797.56            |
| 2026-02-04 | $6441464.28               | $19174516.69            |
| 2026-02-05 | $25243222.99              | $19358879.81            |
| 2026-02-06 | $12000867.74              | $24664554.37            |
| 2026-02-09 | $13441889.48              | $33254713.62            |
| 2026-02-10 | $12770479.84              | $9875543.46             |
| 2026-02-11 | $28953995.92              | $42000785.49            |
| 2026-02-12 | $51306351.66              | $36435600.44            |
| 2026-02-13 | $18806037.26              | $46055388.79            |
| 2026-02-17 | $85242926.48              | $15380281.00            |
| 2026-02-18 | $296683347.93             | $61002783.43            |
| 2026-02-19 | $31428470.04              | $2301972.10             |
| 2026-02-20 | $41747123.29              | $144990119.40           |
| 2026-02-23 | $15430651.92              | $152778991.88           |
| 2026-02-24 | $40712447.05              | $64092692.67            |
| 2026-02-25 | $12038514.95              | $34372505.97            |
| 2026-02-26 | $37020973.07              | $39343804.48            |
| 2026-02-27 | $56589793.53              | $29646721.82            |

**Total Gross Subscriptions (Month):** $880549433.08

**Total Gross Redemptions (Month):** $809019329.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3600%           |
| 2026-02-03 | 3.3600%           |
| 2026-02-04 | 3.3600%           |
| 2026-02-05 | 3.3500%           |
| 2026-02-06 | 3.3500%           |
| 2026-02-09 | 3.3400%           |
| 2026-02-10 | 3.3400%           |
| 2026-02-11 | 3.3400%           |
| 2026-02-12 | 3.3400%           |
| 2026-02-13 | 3.3400%           |
| 2026-02-17 | 3.3400%           |
| 2026-02-18 | 3.3500%           |
| 2026-02-19 | 3.3500%           |
| 2026-02-20 | 3.3500%           |
| 2026-02-23 | 3.3500%           |
| 2026-02-24 | 3.3500%           |
| 2026-02-25 | 3.3400%           |
| 2026-02-26 | 3.3400%           |
| 2026-02-27 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 39.2500%         | 0.0000%              |
| Depository institution or other banking institution |  | 19.5000%         | 0.0000%              |
| Non-financial corporation                           |  | 8.6900%          | 0.0000%              |
| Non-financial corporation                           |  | 5.2400%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $193993973986.90

- **Number of Shares Outstanding:** 194018305378.2300

- **Expense Reimbursement/Waiver:** 7902281.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $12036869746.34           | $7573187768.91          |
| 2026-02-03 | $4138953313.46            | $5004818679.52          |
| 2026-02-04 | $10388887971.16           | $4649672541.60          |
| 2026-02-05 | $4573115814.87            | $3910991934.81          |
| 2026-02-06 | $3780470302.46            | $5568631626.37          |
| 2026-02-09 | $5743275323.69            | $5211669963.85          |
| 2026-02-10 | $3653437172.91            | $4087968092.79          |
| 2026-02-11 | $5263114153.94            | $5264183771.86          |
| 2026-02-12 | $6513034444.98            | $5201189625.60          |
| 2026-02-13 | $4026481828.71            | $7856039883.12          |
| 2026-02-17 | $7958046999.77            | $4715780575.11          |
| 2026-02-18 | $3313137927.21            | $5240211813.94          |
| 2026-02-19 | $5777675502.93            | $3948924292.61          |
| 2026-02-20 | $3903933486.37            | $6761177245.98          |
| 2026-02-23 | $6617693803.66            | $3310285011.48          |
| 2026-02-24 | $3558817719.32            | $6205875142.24          |
| 2026-02-25 | $4362635319.36            | $5390555524.94          |
| 2026-02-26 | $7616529080.14            | $6067468108.74          |
| 2026-02-27 | $7731251072.92            | $6417197338.26          |

**Total Gross Subscriptions (Month):** $110957360984.20

**Total Gross Redemptions (Month):** $102385828941.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6000%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6000%           |
| 2026-02-20 | 3.6000%           |
| 2026-02-23 | 3.6000%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.5900%           |
| 2026-02-26 | 3.5900%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 26.2800%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.9700%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.4000%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7021638489.02

- **Number of Shares Outstanding:** 7022220680.0700

- **Expense Reimbursement/Waiver:** 288820.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $10673744.52              | $52000100.00            |
| 2026-02-03 | $25493039.96              | $0.00                   |
| 2026-02-04 | $89568888.69              | $0.00                   |
| 2026-02-05 | $0.00                     | $17883140.39            |
| 2026-02-06 | $0.00                     | $186202063.87           |
| 2026-02-09 | $62595981.13              | $0.00                   |
| 2026-02-10 | $20974602.26              | $0.00                   |
| 2026-02-11 | $24572407.69              | $0.00                   |
| 2026-02-12 | $100330977.73             | $0.00                   |
| 2026-02-13 | $2046776.42               | $28000000.00            |
| 2026-02-17 | $0.00                     | $60198032.66            |
| 2026-02-18 | $34458258.72              | $15000.00               |
| 2026-02-19 | $72000000.00              | $4112680.29             |
| 2026-02-20 | $13103040.88              | $58000000.00            |
| 2026-02-23 | $0.00                     | $97913610.92            |
| 2026-02-24 | $72000000.00              | $8650687.85             |
| 2026-02-25 | $171265014.04             | $27000.00               |
| 2026-02-26 | $10168657.01              | $36000000.00            |
| 2026-02-27 | $0.00                     | $174467435.25           |

**Total Gross Subscriptions (Month):** $709251389.05

**Total Gross Redemptions (Month):** $723469751.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5100%           |
| 2026-02-03 | 3.5100%           |
| 2026-02-04 | 3.5100%           |
| 2026-02-05 | 3.5100%           |
| 2026-02-06 | 3.5000%           |
| 2026-02-09 | 3.4900%           |
| 2026-02-10 | 3.4900%           |
| 2026-02-11 | 3.4900%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.4900%           |
| 2026-02-17 | 3.4900%           |
| 2026-02-18 | 3.5000%           |
| 2026-02-19 | 3.5000%           |
| 2026-02-20 | 3.5000%           |
| 2026-02-23 | 3.5000%           |
| 2026-02-24 | 3.5000%           |
| 2026-02-25 | 3.4900%           |
| 2026-02-26 | 3.4900%           |
| 2026-02-27 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.3000%          | 0.0000%              |
| Depository institution or other banking institution |  | 88.7000%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3086785281.12

- **Number of Shares Outstanding:** 3087213072.3600

- **Expense Reimbursement/Waiver:** 135790.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $19642707.90              | $0.00                   |
| 2026-02-03 | $13549527.91              | $0.00                   |
| 2026-02-04 | $56105466.17              | $0.00                   |
| 2026-02-05 | $0.00                     | $27629628.25            |
| 2026-02-06 | $26268664.40              | $0.00                   |
| 2026-02-09 | $26460800.17              | $0.00                   |
| 2026-02-10 | $51041416.26              | $0.00                   |
| 2026-02-11 | $37368588.00              | $0.00                   |
| 2026-02-12 | $120032692.37             | $3590459.95             |
| 2026-02-13 | $26407802.68              | $0.00                   |
| 2026-02-17 | $0.00                     | $176617054.41           |
| 2026-02-18 | $16939603.82              | $0.00                   |
| 2026-02-19 | $0.00                     | $6028614.33             |
| 2026-02-20 | $0.00                     | $186792181.16           |
| 2026-02-23 | $8087777.96               | $0.00                   |
| 2026-02-24 | $73893451.51              | $0.00                   |
| 2026-02-25 | $38562241.35              | $0.00                   |
| 2026-02-26 | $0.00                     | $277795320.40           |
| 2026-02-27 | $37253613.97              | $0.00                   |

**Total Gross Subscriptions (Month):** $551614354.47

**Total Gross Redemptions (Month):** $678453258.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1100%           |
| 2026-02-03 | 3.1100%           |
| 2026-02-04 | 3.1100%           |
| 2026-02-05 | 3.1000%           |
| 2026-02-06 | 3.1000%           |
| 2026-02-09 | 3.0900%           |
| 2026-02-10 | 3.0900%           |
| 2026-02-11 | 3.0900%           |
| 2026-02-12 | 3.0900%           |
| 2026-02-13 | 3.0900%           |
| 2026-02-17 | 3.0900%           |
| 2026-02-18 | 3.1000%           |
| 2026-02-19 | 3.1000%           |
| 2026-02-20 | 3.1000%           |
| 2026-02-23 | 3.1000%           |
| 2026-02-24 | 3.1000%           |
| 2026-02-25 | 3.0900%           |
| 2026-02-26 | 3.0900%           |
| 2026-02-27 | 3.0900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9900%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $8767497889.54

- **Number of Shares Outstanding:** 8771562209.0500

- **Expense Reimbursement/Waiver:** 369557.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9997          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9997          |
|  |  |
| 2026-02-05 | 0.9998          |
|  |  |
| 2026-02-06 | 0.9997          |
|  |  |
| 2026-02-09 | 0.9997          |
|  |  |
| 2026-02-10 | 0.9997          |
|  |  |
| 2026-02-11 | 0.9997          |
|  |  |
| 2026-02-12 | 0.9997          |
|  |  |
| 2026-02-13 | 0.9997          |
|  |  |
| 2026-02-17 | 0.9997          |
|  |  |
| 2026-02-18 | 0.9997          |
|  |  |
| 2026-02-19 | 0.9997          |
|  |  |
| 2026-02-20 | 0.9997          |
|  |  |
| 2026-02-23 | 0.9997          |
|  |  |
| 2026-02-24 | 0.9997          |
|  |  |
| 2026-02-25 | 0.9997          |
|  |  |
| 2026-02-26 | 0.9997          |
|  |  |
| 2026-02-27 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $40659471.06              | $35733745.54            |
| 2026-02-03 | $152519805.10             | $23504313.66            |
| 2026-02-04 | $13552.31                 | $530295580.93           |
| 2026-02-05 | $337876709.83             | $83024249.83            |
| 2026-02-06 | $5112.22                  | $379080198.17           |
| 2026-02-09 | $6020745.02               | $212194425.73           |
| 2026-02-10 | $90405531.87              | $212475436.07           |
| 2026-02-11 | $201395.48                | $34369060.36            |
| 2026-02-12 | $350030066.75             | $57464937.68            |
| 2026-02-13 | $101229.66                | $333675924.00           |
| 2026-02-17 | $26313413.52              | $1337905.74             |
| 2026-02-18 | $157202082.99             | $0.00                   |
| 2026-02-19 | $25563.45                 | $217499943.93           |
| 2026-02-20 | $139199742.63             | $10043571.15            |
| 2026-02-23 | $182468531.20             | $0.00                   |
| 2026-02-24 | $152351831.97             | $1158684.72             |
| 2026-02-25 | $8328.00                  | $210155399.14           |
| 2026-02-26 | $88002.60                 | $24659610.95            |
| 2026-02-27 | $27067.54                 | $205704735.78           |

**Total Gross Subscriptions (Month):** $1635518183.20

**Total Gross Redemptions (Month):** $2572377723.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5600%           |
| 2026-02-03 | 3.5600%           |
| 2026-02-04 | 3.5500%           |
| 2026-02-05 | 3.5500%           |
| 2026-02-06 | 3.5500%           |
| 2026-02-09 | 3.5400%           |
| 2026-02-10 | 3.5400%           |
| 2026-02-11 | 3.5400%           |
| 2026-02-12 | 3.5400%           |
| 2026-02-13 | 3.5400%           |
| 2026-02-17 | 3.5400%           |
| 2026-02-18 | 3.5400%           |
| 2026-02-19 | 3.5500%           |
| 2026-02-20 | 3.5500%           |
| 2026-02-23 | 3.5500%           |
| 2026-02-24 | 3.5500%           |
| 2026-02-25 | 3.5400%           |
| 2026-02-26 | 3.5400%           |
| 2026-02-27 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 98.3000%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $180430.33

- **Number of Shares Outstanding:** 180422.4600

- **Expense Reimbursement/Waiver:** 7.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $531.80                   | $0.00                   |

**Total Gross Subscriptions (Month):** $531.80

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4600%           |
| 2026-02-03 | 3.4600%           |
| 2026-02-04 | 3.4600%           |
| 2026-02-05 | 3.4600%           |
| 2026-02-06 | 3.4500%           |
| 2026-02-09 | 3.4400%           |
| 2026-02-10 | 3.4400%           |
| 2026-02-11 | 3.4400%           |
| 2026-02-12 | 3.4400%           |
| 2026-02-13 | 3.4400%           |
| 2026-02-17 | 3.4400%           |
| 2026-02-18 | 3.4500%           |
| 2026-02-19 | 3.4500%           |
| 2026-02-20 | 3.4500%           |
| 2026-02-23 | 3.4500%           |
| 2026-02-24 | 3.4500%           |
| 2026-02-25 | 3.4400%           |
| 2026-02-26 | 3.4400%           |
| 2026-02-27 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 67.0600%         | 0.0000%              |
| Non-financial corporation |  | 32.9300%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57595.47

- **Number of Shares Outstanding:** 57607.1800

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9999          |
|  |  |
| 2026-02-23 | 0.9999          |
|  |  |
| 2026-02-24 | 0.9999          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $138.01                   | $0.00                   |

**Total Gross Subscriptions (Month):** $138.01

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.8100%           |
| 2026-02-03 | 2.8100%           |
| 2026-02-04 | 2.8100%           |
| 2026-02-05 | 2.8000%           |
| 2026-02-06 | 2.8000%           |
| 2026-02-09 | 2.7900%           |
| 2026-02-10 | 2.7900%           |
| 2026-02-11 | 2.7900%           |
| 2026-02-12 | 2.7800%           |
| 2026-02-13 | 2.7800%           |
| 2026-02-17 | 2.7900%           |
| 2026-02-18 | 2.7900%           |
| 2026-02-19 | 2.8000%           |
| 2026-02-20 | 2.8000%           |
| 2026-02-23 | 2.8000%           |
| 2026-02-24 | 2.8000%           |
| 2026-02-25 | 2.7900%           |
| 2026-02-26 | 2.7900%           |
| 2026-02-27 | 2.7900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3011672062.49

- **Number of Shares Outstanding:** 3011771987.9700

- **Expense Reimbursement/Waiver:** 149533.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1931644.86               | $306278846.00           |
| 2026-02-03 | $1027777.58               | $0.00                   |
| 2026-02-04 | $6909166.00               | $250400000.00           |
| 2026-02-05 | $153000000.00             | $22655913.00            |
| 2026-02-06 | $79646581.00              | $97000000.00            |
| 2026-02-09 | $811700000.00             | $2326358.00             |
| 2026-02-10 | $77128302.00              | $25000000.00            |
| 2026-02-11 | $66192000.00              | $121725536.00           |
| 2026-02-12 | $12447000.00              | $256756907.00           |
| 2026-02-13 | $502872.00                | $300000000.00           |
| 2026-02-17 | $424000000.00             | $8681755.00             |
| 2026-02-18 | $136607112.00             | $48000000.00            |
| 2026-02-19 | $4079000.00               | $231826100.71           |
| 2026-02-20 | $0.00                     | $88588057.00            |
| 2026-02-23 | $142013240.00             | $75000000.00            |
| 2026-02-24 | $4056794.00               | $751577048.00           |
| 2026-02-25 | $9999802.72               | $105601065.00           |
| 2026-02-26 | $154000000.00             | $158071148.00           |
| 2026-02-27 | $356891756.00             | $452369646.23           |

**Total Gross Subscriptions (Month):** $2442133048.16

**Total Gross Redemptions (Month):** $3301858379.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6100%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6000%           |
| 2026-02-20 | 3.6000%           |
| 2026-02-23 | 3.6000%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.5900%           |
| 2026-02-26 | 3.5900%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 13.2800%         | 0.0000%              |
| Broker-dealer                                       |  | 6.4800%          | 0.0000%              |
| Broker-dealer                                       |  | 8.5200%          | 0.0000%              |
| Depository institution or other banking institution |  | 28.4300%         | 0.0000%              |
| Non-financial corporation                           |  | 22.0800%         | 0.0000%              |
| Non-financial corporation                           |  | 5.0800%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1765072954.58

- **Number of Shares Outstanding:** 1765217103.9600

- **Expense Reimbursement/Waiver:** 61913.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $471083244.06             | $545478347.40           |
| 2026-02-03 | $410300000.00             | $474320000.00           |
| 2026-02-04 | $500720000.00             | $401000000.00           |
| 2026-02-05 | $548960000.00             | $503500000.00           |
| 2026-02-06 | $560000000.00             | $573000000.00           |
| 2026-02-09 | $314780000.00             | $500000000.00           |
| 2026-02-10 | $350000000.00             | $267600000.00           |
| 2026-02-11 | $400000000.00             | $351100000.00           |
| 2026-02-12 | $440000000.00             | $400980000.00           |
| 2026-02-13 | $488000000.00             | $471860000.00           |
| 2026-02-17 | $450540000.00             | $463000000.00           |
| 2026-02-18 | $340000000.00             | $494360000.00           |
| 2026-02-19 | $397840000.00             | $402000000.00           |
| 2026-02-20 | $878250000.00             | $411340000.00           |
| 2026-02-23 | $531660000.00             | $569800000.00           |
| 2026-02-24 | $675000000.00             | $500960000.00           |
| 2026-02-25 | $516999716.84             | $598070000.00           |
| 2026-02-26 | $505550000.00             | $562220000.00           |
| 2026-02-27 | $517000000.00             | $475280000.00           |

**Total Gross Subscriptions (Month):** $9296682960.90

**Total Gross Redemptions (Month):** $8965868347.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6000%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6000%           |
| 2026-02-20 | 3.6000%           |
| 2026-02-23 | 3.6000%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.5900%           |
| 2026-02-26 | 3.5900%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 28.3200%         | 0.0000%              |
| Non-financial corporation                                                   |  | 12.4600%         | 0.0000%              |
| Non-financial corporation                                                   |  | 5.2700%          | 0.0000%              |
| Non-financial corporation                                                   |  | 18.8700%         | 0.0000%              |
| Non-financial corporation                                                   |  | 11.1600%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 16.5400%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $572113318.17

- **Number of Shares Outstanding:** 572075269.1100

- **Expense Reimbursement/Waiver:** 27471.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $2287991.84               | $6879.69                |
| 2026-02-03 | $84.82                    | $3000000.00             |
| 2026-02-04 | $4481069.96               | $10000000.00            |
| 2026-02-05 | $19800.12                 | $21000000.00            |
| 2026-02-06 | $200333.00                | $0.00                   |
| 2026-02-09 | $201264.49                | $306.87                 |
| 2026-02-10 | $1599.99                  | $1200004.23             |
| 2026-02-11 | $6024384.00               | $0.00                   |
| 2026-02-12 | $34251790.00              | $0.00                   |
| 2026-02-13 | $100000000.00             | $100000000.00           |
| 2026-02-17 | $152935.50                | $10050000.00            |
| 2026-02-18 | $30200.00                 | $211826303.50           |
| 2026-02-19 | $220022.16                | $10000000.00            |
| 2026-02-20 | $700000.00                | $0.00                   |
| 2026-02-23 | $10006215.77              | $0.00                   |
| 2026-02-24 | $5049510.66               | $200000.00              |
| 2026-02-25 | $4852858.79               | $337166.30              |
| 2026-02-26 | $4100100.00               | $8933636.00             |
| 2026-02-27 | $12801435.44              | $0.00                   |

**Total Gross Subscriptions (Month):** $185381596.54

**Total Gross Redemptions (Month):** $376554296.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6100%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6000%           |
| 2026-02-20 | 3.6000%           |
| 2026-02-23 | 3.6000%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.5900%           |
| 2026-02-26 | 3.5900%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 8.7400%          | 0.0000%              |
| Broker-dealer             |  | 38.7700%         | 0.0000%              |
| Non-financial corporation |  | 43.7000%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $124512525.45

- **Number of Shares Outstanding:** 124510126.0930

- **Expense Reimbursement/Waiver:** 5055.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1158915.20               | $128034.00              |
| 2026-02-03 | $453023.91                | $716125.98              |
| 2026-02-04 | $477008.58                | $470857.15              |
| 2026-02-05 | $1371168.47               | $570860.03              |
| 2026-02-06 | $2526414.31               | $164303.00              |
| 2026-02-09 | $709895.59                | $452197.73              |
| 2026-02-10 | $959536.84                | $2312726.39             |
| 2026-02-11 | $165921.37                | $118993.61              |
| 2026-02-12 | $7781738.95               | $10472250.27            |
| 2026-02-13 | $2641440.53               | $86832.74               |
| 2026-02-17 | $418476.72                | $124442.75              |
| 2026-02-18 | $174800.00                | $121805.78              |
| 2026-02-19 | $355852.76                | $220676.68              |
| 2026-02-20 | $536687.18                | $171767.61              |
| 2026-02-23 | $134438.70                | $1721844.36             |
| 2026-02-24 | $1747383.00               | $770784.71              |
| 2026-02-25 | $333508.99                | $747548.58              |
| 2026-02-26 | $327366.27                | $29763.34               |
| 2026-02-27 | $1283726.69               | $178669.00              |

**Total Gross Subscriptions (Month):** $23557304.06

**Total Gross Redemptions (Month):** $19580483.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6100%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6000%           |
| 2026-02-20 | 3.6000%           |
| 2026-02-23 | 3.6000%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.5900%           |
| 2026-02-26 | 3.5900%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50850.48

- **Number of Shares Outstanding:** 50849.5100

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $155.34                   | $0.00                   |

**Total Gross Subscriptions (Month):** $155.34

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5800%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5700%           |
| 2026-02-11 | 3.5700%           |
| 2026-02-12 | 3.5700%           |
| 2026-02-13 | 3.5700%           |
| 2026-02-17 | 3.5700%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5800%           |
| 2026-02-20 | 3.5800%           |
| 2026-02-23 | 3.5800%           |
| 2026-02-24 | 3.5800%           |
| 2026-02-25 | 3.5800%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197976893.40
- **C.18.a - Value (excl. sponsor support):** $197976893.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240160303.20
- **C.18.a - Value (excl. sponsor support):** $240160303.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $390319780.50
- **C.18.a - Value (excl. sponsor support):** $390319780.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85F5, C.4 - ISIN: US3130B85F56, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $474997971.75
- **C.18.a - Value (excl. sponsor support):** $474997971.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HG0, C.4 - ISIN: US3130B8HG02, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $422999120.16
- **C.18.a - Value (excl. sponsor support):** $422999120.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HR6, C.4 - ISIN: US3130B8HR66, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $960998827.58
- **C.18.a - Value (excl. sponsor support):** $960998827.58
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KG6, C.4 - ISIN: US3130B8KG64, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $400999843.61
- **C.18.a - Value (excl. sponsor support):** $400999843.61
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KS0, C.4 - ISIN: US3130B8KS03, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $723000983.28
- **C.18.a - Value (excl. sponsor support):** $723000983.28
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $483009196.32
- **C.18.a - Value (excl. sponsor support):** $483009196.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241026391.91
- **C.18.a - Value (excl. sponsor support):** $241026391.91
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8P22, C.4 - ISIN: US3130B8P220, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $485008017.05
- **C.18.a - Value (excl. sponsor support):** $485008017.05
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.4 - ISIN: US3130B8RA22, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $484006204.88
- **C.18.a - Value (excl. sponsor support):** $484006204.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RX2, C.4 - ISIN: US3130B8RX25, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $339999282.60
- **C.18.a - Value (excl. sponsor support):** $339999282.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **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: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244004389.56
- **C.18.a - Value (excl. sponsor support):** $244004389.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SS2, C.4 - ISIN: US3130B8SS21, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487006296.91
- **C.18.a - Value (excl. sponsor support):** $487006296.91
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244004758.00
- **C.18.a - Value (excl. sponsor support):** $244004758.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CG3, C.4 - ISIN: US3130B9CG30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $485015689.75
- **C.18.a - Value (excl. sponsor support):** $485015689.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CP3, C.4 - ISIN: US3130B9CP39, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488015245.12
- **C.18.a - Value (excl. sponsor support):** $488015245.12
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DV9, C.4 - ISIN: US3130B9DV97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487016066.13
- **C.18.a - Value (excl. sponsor support):** $487016066.13
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DX5, C.4 - ISIN: US3130B9DX53, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487016007.69
- **C.18.a - Value (excl. sponsor support):** $487016007.69
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EK2, C.4 - ISIN: US3130B9EK24, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $1951056364.39
- **C.18.a - Value (excl. sponsor support):** $1951056364.39
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EL0, C.4 - ISIN: US3130B9EL07, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487016090.48
- **C.18.a - Value (excl. sponsor support):** $487016090.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GV6, C.4 - ISIN: US3130B9GV60, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $489018714.03
- **C.18.a - Value (excl. sponsor support):** $489018714.03
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GZ7, C.4 - ISIN: US3130B9GZ74, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $489016371.72
- **C.18.a - Value (excl. sponsor support):** $489016371.72
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52, C.4 - ISIN: US3130B9H522, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $977036979.45
- **C.18.a - Value (excl. sponsor support):** $977036979.45
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $2421037888.65
- **C.18.a - Value (excl. sponsor support):** $2421037888.65
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JL5, C.4 - ISIN: US3130B9JL51, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $514007602.06
- **C.18.a - Value (excl. sponsor support):** $514007602.06
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JV3, C.4 - ISIN: US3130B9JV34, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488019602.96
- **C.18.a - Value (excl. sponsor support):** $488019602.96
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K82, C.4 - ISIN: US3130B9K823, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $245008979.25
- **C.18.a - Value (excl. sponsor support):** $245008979.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KD1, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243008631.36
- **C.18.a - Value (excl. sponsor support):** $243008631.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30, C.4 - ISIN: US3130B9N306, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488030485.36
- **C.18.a - Value (excl. sponsor support):** $488030485.36
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488000000.00
- **C.18.a - Value (excl. sponsor support):** $488000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QQ6, C.4 - ISIN: US3130B9QQ65, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $494033058.48
- **C.18.a - Value (excl. sponsor support):** $494033058.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A89, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385A89
- **C.18 - Value (incl. sponsor support):** $240193600.00
- **C.18.a - Value (excl. sponsor support):** $240193600.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $605046225.00
- **C.18.a - Value (excl. sponsor support):** $605046225.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $1111490600.00
- **C.18.a - Value (excl. sponsor support):** $1111490600.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $46207227.50
- **C.18.a - Value (excl. sponsor support):** $46207227.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $961312875.00
- **C.18.a - Value (excl. sponsor support):** $961312875.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $478693434.96
- **C.18.a - Value (excl. sponsor support):** $478693434.96
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $296038015.66
- **C.18.a - Value (excl. sponsor support):** $296038015.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TU0
- **C.18 - Value (incl. sponsor support):** $240903600.00
- **C.18.a - Value (excl. sponsor support):** $240903600.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $563718000.00
- **C.18.a - Value (excl. sponsor support):** $563718000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240831300.00
- **C.18.a - Value (excl. sponsor support):** $240831300.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 44: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $253695200.00
- **C.18.a - Value (excl. sponsor support):** $253695200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $477091800.00
- **C.18.a - Value (excl. sponsor support):** $477091800.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 46: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $476996200.00
- **C.18.a - Value (excl. sponsor support):** $476996200.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385UZ7
- **C.18 - Value (incl. sponsor support):** $480427074.94
- **C.18.a - Value (excl. sponsor support):** $480427074.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 48: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385V37, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385V37
- **C.18 - Value (incl. sponsor support):** $192385737.72
- **C.18.a - Value (excl. sponsor support):** $192385737.72
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VA1
- **C.18 - Value (incl. sponsor support):** $237199791.64
- **C.18.a - Value (excl. sponsor support):** $237199791.64
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 50: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VN3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VN3
- **C.18 - Value (incl. sponsor support):** $246871875.28
- **C.18.a - Value (excl. sponsor support):** $246871875.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 51: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VQ6
- **C.18 - Value (incl. sponsor support):** $380186772.06
- **C.18.a - Value (excl. sponsor support):** $380186772.06
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 52: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385WE2
- **C.18 - Value (incl. sponsor support):** $238528533.60
- **C.18.a - Value (excl. sponsor support):** $238528533.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $418715716.41
- **C.18.a - Value (excl. sponsor support):** $418715716.41
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **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: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $479753915.05
- **C.18.a - Value (excl. sponsor support):** $479753915.05
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $176940605.00
- **C.18.a - Value (excl. sponsor support):** $176940605.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385YN0
- **C.18 - Value (incl. sponsor support):** $486291161.64
- **C.18.a - Value (excl. sponsor support):** $486291161.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $351834205.48
- **C.18.a - Value (excl. sponsor support):** $351834205.48
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $491630236.38
- **C.18.a - Value (excl. sponsor support):** $491630236.38
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $192372536.85
- **C.18.a - Value (excl. sponsor support):** $192372536.85
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZS8, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ZS8
- **C.18 - Value (incl. sponsor support):** $245450435.28
- **C.18.a - Value (excl. sponsor support):** $245450435.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ZZ2
- **C.18 - Value (incl. sponsor support):** $479724828.75
- **C.18.a - Value (excl. sponsor support):** $479724828.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $142917448.96
- **C.18.a - Value (excl. sponsor support):** $142917448.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249074966.43
- **C.18.a - Value (excl. sponsor support):** $249074966.43
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248082083.04
- **C.18.a - Value (excl. sponsor support):** $248082083.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $142547834.67
- **C.18.a - Value (excl. sponsor support):** $142547834.67
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237107813.67
- **C.18.a - Value (excl. sponsor support):** $237107813.67
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233149746.77
- **C.18.a - Value (excl. sponsor support):** $233149746.77
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48002468.16
- **C.18.a - Value (excl. sponsor support):** $48002468.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240123566.40
- **C.18.a - Value (excl. sponsor support):** $240123566.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3C9, C.4 - ISIN: US3133ET3C98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $98014035.56
- **C.18.a - Value (excl. sponsor support):** $98014035.56
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-08
- **C.13 - Final Legal Maturity Date:** 2027-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4H7, C.4 - ISIN: US3133ET4H76, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97042985.55
- **C.18.a - Value (excl. sponsor support):** $97042985.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-15
- **C.13 - Final Legal Maturity Date:** 2027-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5F0, C.4 - ISIN: US3133ET5F02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97015585.96
- **C.18.a - Value (excl. sponsor support):** $97015585.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6L6, C.4 - ISIN: US3133ET6L60, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $250039727.50
- **C.18.a - Value (excl. sponsor support):** $250039727.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6M4, C.4 - ISIN: US3133ET6M44, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $115018297.65
- **C.18.a - Value (excl. sponsor support):** $115018297.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $69804064.54
- **C.18.a - Value (excl. sponsor support):** $69804064.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $178009862.98
- **C.18.a - Value (excl. sponsor support):** $178009862.98
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $183992382.40
- **C.18.a - Value (excl. sponsor support):** $183992382.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $127080037.94
- **C.18.a - Value (excl. sponsor support):** $127080037.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $146096457.82
- **C.18.a - Value (excl. sponsor support):** $146096457.82
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97010970.70
- **C.18.a - Value (excl. sponsor support):** $97010970.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159010708.65
- **C.18.a - Value (excl. sponsor support):** $159010708.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203163262.75
- **C.18.a - Value (excl. sponsor support):** $203163262.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS40, C.4 - ISIN: US3133ETS401, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $488309982.48
- **C.18.a - Value (excl. sponsor support):** $488309982.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-10
- **C.13 - Final Legal Maturity Date:** 2027-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $290215699.10
- **C.18.a - Value (excl. sponsor support):** $290215699.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357151464.39
- **C.18.a - Value (excl. sponsor support):** $357151464.39
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367560680.58
- **C.18.a - Value (excl. sponsor support):** $367560680.58
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159118704.63
- **C.18.a - Value (excl. sponsor support):** $159118704.63
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245009604.00
- **C.18.a - Value (excl. sponsor support):** $245009604.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96101112.00
- **C.18.a - Value (excl. sponsor support):** $96101112.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $45007295.85
- **C.18.a - Value (excl. sponsor support):** $45007295.85
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $59039859.22
- **C.18.a - Value (excl. sponsor support):** $59039859.22
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $68011895.92
- **C.18.a - Value (excl. sponsor support):** $68011895.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $68011962.56
- **C.18.a - Value (excl. sponsor support):** $68011962.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $176025287.68
- **C.18.a - Value (excl. sponsor support):** $176025287.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $68012858.12
- **C.18.a - Value (excl. sponsor support):** $68012858.12
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $68012979.84
- **C.18.a - Value (excl. sponsor support):** $68012979.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $24004671.60
- **C.18.a - Value (excl. sponsor support):** $24004671.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $561279439.71
- **C.18.a - Value (excl. sponsor support):** $561279439.71
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 3.810000%
- **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):** $249491272.02
- **C.18.a - Value (excl. sponsor support):** $249491272.02
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 3.810000%
- **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):** $744942402.48
- **C.18.a - Value (excl. sponsor support):** $744942402.48
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318151927.68
- **C.18.a - Value (excl. sponsor support):** $318151927.68
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694648251.52
- **C.18.a - Value (excl. sponsor support):** $694648251.52
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $730438321.20
- **C.18.a - Value (excl. sponsor support):** $730438321.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **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: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $475081244.00
- **C.18.a - Value (excl. sponsor support):** $475081244.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $389067701.56
- **C.18.a - Value (excl. sponsor support):** $389067701.56
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $385738421.38
- **C.18.a - Value (excl. sponsor support):** $385738421.38
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1913310157.50
- **C.18.a - Value (excl. sponsor support):** $1913310157.50
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2651582951.82
- **C.18.a - Value (excl. sponsor support):** $2651582951.82
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $477202147.94
- **C.18.a - Value (excl. sponsor support):** $477202147.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $800661607.19
- **C.18.a - Value (excl. sponsor support):** $800661607.19
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2128893402.10
- **C.18.a - Value (excl. sponsor support):** $2128893402.10
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1521537692.50
- **C.18.a - Value (excl. sponsor support):** $1521537692.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1030502546.89
- **C.18.a - Value (excl. sponsor support):** $1030502546.89
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2597876524.68
- **C.18.a - Value (excl. sponsor support):** $2597876524.68
- **C.19 - Percentage of Net Assets:** 1.1700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 115: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1402693748.04
- **C.18.a - Value (excl. sponsor support):** $1402693748.04
- **C.19 - Percentage of Net Assets:** 0.6300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 116: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1146802944.92
- **C.18.a - Value (excl. sponsor support):** $1146802944.92
- **C.19 - Percentage of Net Assets:** 0.5200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1143029847.58
- **C.18.a - Value (excl. sponsor support):** $1143029847.58
- **C.19 - Percentage of Net Assets:** 0.5200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1525669761.00
- **C.18.a - Value (excl. sponsor support):** $1525669761.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $845722385.20
- **C.18.a - Value (excl. sponsor support):** $845722385.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $792247133.84
- **C.18.a - Value (excl. sponsor support):** $792247133.84
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1542489814.32
- **C.18.a - Value (excl. sponsor support):** $1542489814.32
- **C.19 - Percentage of Net Assets:** 0.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $211929463.00
- **C.18.a - Value (excl. sponsor support):** $211929463.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1070903773.24
- **C.18.a - Value (excl. sponsor support):** $1070903773.24
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $798394289.11
- **C.18.a - Value (excl. sponsor support):** $798394289.11
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $232744807.20
- **C.18.a - Value (excl. sponsor support):** $232744807.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $777470247.56
- **C.18.a - Value (excl. sponsor support):** $777470247.56
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $929786674.57
- **C.18.a - Value (excl. sponsor support):** $929786674.57
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $703146504.78
- **C.18.a - Value (excl. sponsor support):** $703146504.78
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1519284481.76
- **C.18.a - Value (excl. sponsor support):** $1519284481.76
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $787651030.62
- **C.18.a - Value (excl. sponsor support):** $787651030.62
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $788073759.22
- **C.18.a - Value (excl. sponsor support):** $788073759.22
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $444632967.63
- **C.18.a - Value (excl. sponsor support):** $444632967.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $87491218.32
- **C.18.a - Value (excl. sponsor support):** $87491218.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $284812422.18
- **C.18.a - Value (excl. sponsor support):** $284812422.18
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $629360242.42
- **C.18.a - Value (excl. sponsor support):** $629360242.42
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $923828895.48
- **C.18.a - Value (excl. sponsor support):** $923828895.48
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $309268548.80
- **C.18.a - Value (excl. sponsor support):** $309268548.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $292370519.04
- **C.18.a - Value (excl. sponsor support):** $292370519.04
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $293110922.60
- **C.18.a - Value (excl. sponsor support):** $293110922.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1023515821.30
- **C.18.a - Value (excl. sponsor support):** $1023515821.30
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $195057380.70
- **C.18.a - Value (excl. sponsor support):** $195057380.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $284017985.72
- **C.18.a - Value (excl. sponsor support):** $284017985.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300420651.00
- **C.18.a - Value (excl. sponsor support):** $300420651.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $540716709.61
- **C.18.a - Value (excl. sponsor support):** $540716709.61
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $204037234.59
- **C.18.a - Value (excl. sponsor support):** $204037234.59
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $445695535.39
- **C.18.a - Value (excl. sponsor support):** $445695535.39
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $462195411.12
- **C.18.a - Value (excl. sponsor support):** $462195411.12
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $943942623.96
- **C.18.a - Value (excl. sponsor support):** $943942623.96
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1073225500.44
- **C.18.a - Value (excl. sponsor support):** $1073225500.44
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1499262686.88
- **C.18.a - Value (excl. sponsor support):** $1499262686.88
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $335628855.30
- **C.18.a - Value (excl. sponsor support):** $335628855.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $301838941.18
- **C.18.a - Value (excl. sponsor support):** $301838941.18
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $304963290.88
- **C.18.a - Value (excl. sponsor support):** $304963290.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.804900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1274700001.89
- **C.18.a - Value (excl. sponsor support):** $1274700001.89
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $296123073.84
- **C.18.a - Value (excl. sponsor support):** $296123073.84
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $450624853.69
- **C.18.a - Value (excl. sponsor support):** $450624853.69
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.827900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1603684022.40
- **C.18.a - Value (excl. sponsor support):** $1603684022.40
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $927416047.35
- **C.18.a - Value (excl. sponsor support):** $927416047.35
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.720900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $279108176.67
- **C.18.a - Value (excl. sponsor support):** $279108176.67
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $648791684.10
- **C.18.a - Value (excl. sponsor support):** $648791684.10
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.782900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1899366203.98
- **C.18.a - Value (excl. sponsor support):** $1899366203.98
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.781900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2819512952.03
- **C.18.a - Value (excl. sponsor support):** $2819512952.03
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.812900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $4323366678.28
- **C.18.a - Value (excl. sponsor support):** $4323366678.28
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.721900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3490463136.62
- **C.18.a - Value (excl. sponsor support):** $3490463136.62
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: Natixis SA

- **C.1 - Title:** Natixis SA 3.720000%
- **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: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_3.72_0306
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $3360.00           | $625.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $790.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1256.00           | $1147.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.6683%  | 0.0000% | $21315952.00       | $204143.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $750082.00         | $918140.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $766067.00         | $416261.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 4.0000%  | 0.0000% | $752717.00         | $372916.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1095.00           | $741.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.8600%  | 0.0000% | $1016.00           | $1009.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1002.00           | $799.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $976.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1220.00           | $1220.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-06-20      | 4.6774%  | 0.0000% | $2000000.00        | $480958.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 2.4183%  | 0.0000% | $57377220.00       | $1559205.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 4.9335%  | 0.0000% | $1347860.00        | $574949.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 4.8618%  | 0.0000% | $339970.00         | $130099.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 4.5469%  | 0.0000% | $2500000.00        | $407424.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.1615%  | 0.0000% | $4075000.00        | $2578169.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 5.5115%  | 0.0000% | $5000000.00        | $1470140.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-12-20      | 5.0169%  | 0.0000% | $1000000.00        | $568631.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-12-20      | 4.9969%  | 0.0000% | $1000000.00        | $676594.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 4.9969%  | 0.0000% | $1000000.00        | $680232.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.4183%  | 0.0000% | $57142857.00       | $1480233.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2683%  | 0.0000% | $33762395.00       | $792572.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2683%  | 0.0000% | $15711883.00       | $408310.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.3183%  | 0.0000% | $36321538.00       | $1211703.25        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $69.49             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $43700.00          | $44753.89          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-02-15      | 2.6250%  | 0.0000% | $400.00            | $390.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-08-31      | 0.5000%  | 0.0000% | $21701500.00       | $20813652.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $3952300.00        | $3769204.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-05-15      | 3.6250%  | 0.0000% | $29004000.00       | $29300489.46       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-08-15      | 4.3750%  | 0.0000% | $5830900.00        | $5857817.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-04-30      | 4.8750%  | 0.0000% | $1200.00           | $1221.47           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-04-15      | 1.6250%  | 0.0000% | $2107500.00        | $2199722.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips)        |

### Security 166: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_3.76_0306
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-04-16      | N/A      | 0.0000% | $2840400.00        | $2826652.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-16      | N/A      | 0.0000% | $25300.00          | $25025.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1591000.00        | $1449132.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $395400.00         | $266708.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-02-15      | 6.6250%  | 0.0000% | $2100.00           | $2166.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $3999800.00        | $4128466.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 0.3750%  | 0.0000% | $15700200.00       | $20755952.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-28      | 0.5000%  | 0.0000% | $1400600.00        | $1403753.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $24998000.00       | $25404707.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $407700000.00      | $426584281.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $30168000.00       | $30578987.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $55703600.00       | $58479307.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $8222000.00        | $8297135.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 3.8750%  | 0.0000% | $174988000.00      | $177468087.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.6250%  | 0.0000% | $30250000.00       | $30853029.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $83487511.81       | $61008081.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $61.44             | $43.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $25.22             | $17.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $23603110.68       | $17461581.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $4779.60           | $4657.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $2280.32           | $2166.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $5.85              | $1.95              | U.S. Treasuries (including strips) |

### Security 167: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_3.77_0306
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-09-03      | N/A      | 0.0000% | $800.00            | $785.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-03-05      | N/A      | 0.0000% | $300.00            | $299.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1000.00           | $408.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $500.00            | $181.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $1600.00           | $572.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2029-01-15      | 2.5000%  | 0.0000% | $124987200.00      | $197142137.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $65.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $1200.00           | $659.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $67.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $146.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $2600.00           | $2553.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $29354200.00       | $28304587.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $145999100.00      | $159256225.21      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $192000000.00      | $198620758.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 4.0000%  | 0.0000% | $24402000.00       | $24836976.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $2036900.00        | $2162787.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $48828200.00       | $50260813.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7829%  | 0.0000% | $200.00            | $200.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $1000.00           | $1043.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $38900.00          | $40198.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 3.6250%  | 0.0000% | $200580000.00      | $201651429.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $5643.06           | $4123.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $11.01             | $8.72              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $832.75            | $811.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $20.16             | $13.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $0.78              | $0.69              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8641680.74        | $4711807.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $5.66              | $2.23              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $59.56             | $27.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $142.04            | $59.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $41.73             | $15.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $26.09             | $9.60              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $12.25             | $4.46              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $10.72             | $3.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $3.63              | $1.21              | U.S. Treasuries (including strips) |

### Security 168: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_3.77_0306
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $1.51              | $0.73              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $2067370.61        | $962501.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $14687000.00       | $6633163.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $614000.00         | $269541.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $27.39             | $11.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $6880010.00        | $2779358.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $60.05             | $22.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $10330916.55       | $3899838.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $7096928.87        | $2647282.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $115.99            | $42.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $9437020.47        | $3435971.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $3.65              | $1.31              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $10589197.98       | $3667208.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $11266324.86       | $3805944.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $6275004.60        | $2092488.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $8.95              | $2.95              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $36.92             | $11.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $78.08             | $24.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $180408.90         | $55796.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-20      | N/A      | 0.0000% | $933000.00         | $917115.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1823100.00        | $1660536.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $29715300.00       | $20043831.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $9606400.00        | $5278486.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $28542700.00       | $15466689.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $21927000.00       | $11721297.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $49.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $10915500.00       | $4966639.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3058200.00        | $1300105.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $100.00            | $41.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $28768300.00       | $11744111.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1042100.00        | $420710.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $5808600.00        | $2280932.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $8936100.00        | $3244394.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $4364400.00        | $1561512.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $2495000.00        | $870203.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $600.00            | $188.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $100.00            | $30.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $4319300.00        | $2263278.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $23427500.00       | $7125122.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $300.00            | $90.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $800.00            | $221.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $92017800.00       | $24916119.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $254434700.00      | $67868929.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $6768900.00        | $1780498.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $2500000.00        | $2883778.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $44163300.00       | $43991195.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-15      | 0.6250%  | 0.0000% | $259342500.00      | $230367609.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-15      | 0.1250%  | 0.0000% | $173588100.00      | $189498889.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-15      | 0.6250%  | 0.0000% | $5309700.00        | $5681483.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 2.6250%  | 0.0000% | $123999000.00      | $120802537.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $127999000.00      | $128397931.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-15      | 1.1250%  | 0.0000% | $94901900.00       | $101394304.51      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $168600000.00      | $174858348.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-03-31      | 3.6250%  | 0.0000% | $108404700.00      | $110370856.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-09-30      | 4.6250%  | 0.0000% | $45390500.00       | $48258138.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 4.3750%  | 0.0000% | $119989000.00      | $125387918.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-31      | 4.0000%  | 0.0000% | $129469600.00      | $132192789.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-06-30      | 4.2500%  | 0.0000% | $114533000.00      | $118051384.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-06-30      | 4.0000%  | 0.0000% | $774500.00         | $791236.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $128651000.00      | $131100201.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $26346800.00       | $26702673.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $78003.92          | $59757.71          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $5605951.24        | $4096520.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $29201422.23       | $20834659.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $33.95             | $23.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $647046.27         | $439322.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $2525020.00        | $2000015.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $21713077.40       | $15680989.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $1411000.00        | $994400.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $412.34            | $401.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $172.16            | $163.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $8.52              | $5.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $20897813.39       | $18127181.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $0.95              | $0.79              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $5449019.61        | $3370213.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8951150.31        | $4880543.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $7685296.63        | $4127695.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $79.28             | $41.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $10485000.00       | $4125145.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $7810993.00        | $3851288.21        | U.S. Treasuries (including strips) |

### Security 169: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_3.77_0306
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $782.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $788.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $641.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $866.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $6008.00           | $5956.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $906.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $39212.00          | $32872.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1265712.00        | $939992.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $626.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2028.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1037.45           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-06-04      | 1.8000%  | 0.0000% | $1000.00           | $808.01            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-12-01      | 2.7800%  | 0.0000% | $116000.00         | $99757.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $321078.00         | $161421.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $886.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.5000%  | 0.0000% | $197996.00         | $34228.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $248.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $9218.00           | $3814.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $2004.00           | $440.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $431.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $2804312.00        | $902247.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $885.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $1072.00           | $314.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $2349048.00        | $674366.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 5.0000%  | 0.0000% | $7564.00           | $572.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.0000%  | 0.0000% | $1001.00           | $90.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $1503000.00        | $155041.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $99000.00          | $40922.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.5000%  | 0.0000% | $4332600.00        | $3780748.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 3.5000%  | 0.0000% | $18000.00          | $5125.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $1000.00           | $405.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 3.0000%  | 0.0000% | $3473.00           | $1152.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $4253.00           | $2746.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $132000.00         | $81773.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $5767744.00        | $3548636.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $92675.00          | $63863.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $426.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.5000%  | 0.0000% | $174387.00         | $72317.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $12001.00          | $6061.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $16780.00          | $12967.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $447201.00         | $348805.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $450000.00         | $324616.13         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $13609939.00       | $9074813.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2129841.00        | $1516291.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $253317.00         | $175706.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $700111.00         | $535101.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1007.00           | $706.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $9994000.00        | $7012439.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $971053.00         | $728341.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $70594.00          | $52981.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $747000.00         | $572560.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $98000.00          | $77871.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $14000.00          | $10776.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $48000.00          | $36794.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $15941.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1083.00           | $776.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $8637.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $55941.00          | $43888.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $6308.00           | $5165.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $160725.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $249000.00         | $165701.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $41000.00          | $32435.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $229733.00         | $176810.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $725.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $2427755.00        | $1943593.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $23548745.00       | $20351892.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $51200.00          | $40489.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1100000.00        | $891055.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $873.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $793.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 3.5000%  | 0.0000% | $258000.00         | $223433.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $9649700.00        | $8719928.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $4702033.00        | $3964882.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $1229000.00        | $224994.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $197.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $7392939.00        | $6459042.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $10004.00          | $9339.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $6000.00           | $5313.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2367000.00        | $1309421.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $452928.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2082830.00        | $1422568.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $19924868.00       | $11543076.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $505944.00         | $296001.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $356000.00         | $209747.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $59662.00          | $36878.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $642.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $312792.00         | $199633.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $978939.00         | $685309.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $227481.00         | $165171.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.5000%  | 0.0000% | $43612.00          | $33666.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $197966.00         | $144565.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $709.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $138962.00         | $106598.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $657.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $32000.00          | $25335.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2555000.00        | $1937340.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.0000%  | 0.0000% | $1066000.00        | $878535.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6000.00           | $4932.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1042.00           | $708.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $2804469.00        | $2614555.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $6447.00           | $5523.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $33782017.00       | $28334576.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $2616656.00        | $1002376.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.8300%  | 0.0000% | $322971.00         | $246423.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $5524.00           | $4498.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 4.2700%  | 0.0000% | $1236692.00        | $1213867.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $32265.00          | $26684.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $302.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 6.9570%  | 0.0000% | $1184.00           | $0.24              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1342732.00        | $767636.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001980.00        | $592173.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $56956.00          | $35343.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1226.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $147405.00         | $88226.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $393861.00         | $249966.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $400614.00         | $252475.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $124000.00         | $78659.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $496914.00         | $340310.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $583.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $267967.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $109000.00         | $79977.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $150000.00         | $104015.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $26716.00          | $17262.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $741.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $47181.00          | $31766.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1440412.00        | $1046984.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $45685.00          | $35468.12          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 2.5000%  | 0.0000% | $153787.00         | $119309.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $692.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $2609277.00        | $2004528.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $54796.00          | $42589.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1585.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $4383.00           | $664.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $29693.00          | $31386.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.0000%  | 0.0000% | $681538.00         | $548429.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1416223.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $790.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $3000.00           | $1473.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $13518.00          | $1989.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $1001.00           | $36.34             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $2000.00           | $353.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 6.0000%  | 0.0000% | $1005.00           | $149.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $3000.00           | $635.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1040.00           | $206.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $6527854.00        | $1573436.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $101000.00         | $25220.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $139.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $7000.00           | $4397.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1025.00           | $713.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $2000.00           | $1430.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $204.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 4.5000%  | 0.0000% | $42527.00          | $11671.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $4046.00           | $2501.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $664.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $6097.00           | $3798.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $2627709.00        | $1636964.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $35000.00          | $25465.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $730.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1024.00           | $753.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $49452.00          | $35885.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $1024.00           | $742.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $41254.00          | $30782.88          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $745.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2130.00           | $1556.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $3000.00           | $2275.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $679.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $3000.00           | $1952.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $175019.00         | $112457.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1001.00           | $658.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $198406.00         | $132708.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $6144.00           | $3032.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $5552.00           | $3814.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $144135.00         | $69104.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2048.00           | $1155.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $8010.00           | $7010.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $7424.00           | $4206.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1293924.00        | $988901.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $4036.00           | $688.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $41168.00          | $27711.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $6811.00           | $4726.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $10999.00          | $6780.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1000.00           | $466.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $116718.00         | $41757.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $1000.00           | $419.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $1000.00           | $382.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.5000%  | 0.0000% | $3000.00           | $1536.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $1000.00           | $407.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $4756.00           | $1510.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1001.00           | $220.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $1001.00           | $615.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1665.00           | $1280.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $87919.00          | $80852.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $3024.00           | $3082.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $3000.00           | $2968.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $925.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $7003.00           | $2726.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $9000.00           | $9677.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $8000.00           | $7847.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $187333.00         | $60453.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $229222.00         | $242260.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $4040.00           | $3089.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $13824.00          | $14409.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1386.00           | $1357.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $21529.00          | $20811.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1459.00           | $1094.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2124.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $9184.00           | $8185.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $1033348.00        | $1004896.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2048.00           | $1996.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2000.00           | $2095.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $6628.00           | $6865.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $11568.00          | $12369.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $6000.00           | $6163.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $4057.00           | $4327.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $13364.00          | $13711.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $4024.00           | $4195.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1013.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $6879.00           | $6917.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $27635661.00       | $27788421.72       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1726.00           | $1483.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $30074.00          | $28027.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $16496.00          | $13479.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $9000.00           | $8409.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2183581.00        | $2083398.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1024.00           | $991.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1001.00           | $985.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $148590.00         | $119141.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $2288.00           | $1588.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $508044.00         | $463166.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $164866.00         | $142680.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $48001.00          | $42457.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $285413.00         | $257368.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $76307.00          | $75892.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $5024138.00        | $4980732.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $7952500.00        | $8014586.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $1626600.00        | $109873.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1437282.00        | $1503953.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1717689.00        | $1666469.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $73058.00          | $41726.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $53669.00          | $47558.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $19813.00          | $16566.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $4999.00           | $5075.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2162876.00        | $2095377.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $332525.00         | $284195.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1552473.00        | $1260247.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $514.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $4917384.00        | $4914821.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $23620.00          | $25014.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $49576.00          | $46738.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $3779954.00        | $3776500.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $98611.00          | $80331.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $47966.00          | $48186.12          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $6000.00           | $3948.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $2008.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2040.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2426339.00        | $2201809.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $288391.00         | $303317.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $276763.00         | $230748.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $62690.00          | $62703.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $5644.00           | $5417.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $14132765.71       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $7000.00           | $7168.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $988949.00         | $1024810.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4001.00           | $3814.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $19318424.00       | $17446579.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1021426.00        | $952163.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1262227.00        | $1315325.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $273844.00         | $263465.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $933.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1057257.00        | $1027911.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $8000.00           | $7276.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $14230.00          | $14673.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $24168.00          | $25062.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $1054.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $4672.00           | $4664.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $619246.00         | $600484.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $724633.00         | $716092.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $42850.00          | $39969.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1205323.00        | $1054330.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1004.00           | $828.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $477172.00         | $405994.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1723.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $17915400.00       | $15500808.01       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $953.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $45317.00          | $36838.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $22398871.00       | $22155538.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $10636.00          | $10975.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1083.00           | $895.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $717.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1895149.00        | $1588015.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $945.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1308282.00        | $1000143.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $8048.00           | $7686.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $71099.00          | $65395.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $770650.00         | $715912.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1861.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1277.00           | $1191.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3299.00           | $2633.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $963.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $156548.00         | $149088.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $8002.00           | $7858.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1014.00           | $978.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $586247.00         | $611653.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $2083784.00        | $2167674.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $444009.00         | $442138.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $210960.00         | $197090.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $878.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $767182.00         | $787323.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2075.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3096.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $83772.00          | $85860.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1024.00           | $9.54              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $1060522.00        | $40908.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $805851.00         | $418453.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-09-20      | 5.5000%  | 0.0000% | $1004.00           | $72.87             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $11102353.00       | $358398.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $446145.00         | $25078.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $1149000.00        | $55893.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $56.66             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $222362.00         | $18368.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $5036.00           | $508.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $1810.00           | $231.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $177490.00         | $16077.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 5.6250%  | 0.0000% | $2893.00           | $55.10             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1000.00           | $54.34             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $181810.00         | $10024.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $5000.00           | $324.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $99998.00          | $8680.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $35224.00          | $2625.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 5.3750%  | 0.0000% | $1008.00           | $48.98             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 5.3750%  | 0.0000% | $1000.00           | $53.44             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1346.00           | $177.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $6096.00           | $1027.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 5.5000%  | 0.0000% | $1000.00           | $23.56             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 6.5000%  | 0.0000% | $6078.00           | $568.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $374852.00         | $51155.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-08-20      | 3.5000%  | 0.0000% | $5000.00           | $533.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 5.3750%  | 0.0000% | $1232982.00        | $65047.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $1034934.00        | $117760.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $1000.00           | $103.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $184238.00         | $178747.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $10000.00          | $9946.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $77737.00          | $77574.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $51063.00          | $51018.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $1008.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1008.00           | $1015.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $2818200.00        | $2859148.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $668263.00         | $499157.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $6000.00           | $6117.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $46796.00          | $27315.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1092.00           | $363.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2015.00           | $1559.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3334.00           | $2787.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $385117.00         | $228583.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1024.00           | $651.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1024.00           | $578.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $772530.00         | $336919.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1062.00           | $884.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $52460.00          | $54479.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $122525.00         | $127615.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $7001.00           | $7372.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $23869.00          | $24644.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $5000.00           | $178.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $4683688.00        | $34227.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $18545.00          | $819.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $2000.00           | $141.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $22742653.00       | $360752.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $3937641.00        | $148943.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $2000.00           | $16.96             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $2736960.00        | $15743.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $88793.00          | $338.52            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 5.3750%  | 0.0000% | $1000.00           | $24.78             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $7366.00           | $261.52            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.3750%  | 0.0000% | $3290.00           | $70.36             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.1250%  | 0.0000% | $16131.00          | $253.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.1250%  | 0.0000% | $1610.00           | $51.84             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.1250%  | 0.0000% | $4988.00           | $80.33             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.1250%  | 0.0000% | $1068988.00        | $16831.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 5.7500%  | 0.0000% | $1743.00           | $44.93             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $88.23             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 5.7760%  | 0.0000% | $1281.00           | $71.58             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-20      | 5.4050%  | 0.0000% | $3154.00           | $1585.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-15      | 4.5000%  | 0.0000% | $36409.00          | $34185.55          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1959332.00        | $1904356.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $97721.00          | $7183.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $7169.00           | $172.05            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-11-27      | N/A      | 0.0000% | $2900.00           | $2824.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-15      | 2.6250%  | 0.0000% | $200.00            | $195.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $993200.00         | $1026352.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $61166800.00       | $62495271.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-08-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $3714.00           | $2907.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1963.00           | $1573.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $821.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $814.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1714000.00        | $1490241.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $863.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 5.5000%  | 0.0000% | $6907264.00        | $6942520.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 4.5000%  | 0.0000% | $987923.00         | $696741.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $24881927.00       | $13567484.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $420.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $1733240.00        | $253179.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $4586880.00        | $4058695.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 4.6660%  | 0.0000% | $2363.00           | $0.59              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.5000%  | 0.0000% | $1002.00           | $236.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 4.5520%  | 0.0000% | $1308.00           | $0.51              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $2543451.00        | $14263.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 5.9970%  | 0.0000% | $2747.00           | $13.68             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $16431.00          | $2119.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3133.00           | $285.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $5105.00           | $464.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 6.0000%  | 0.0000% | $1000.00           | $69.96             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $337356.00         | $26627.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $199995.00         | $25639.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $1000.00           | $87.48             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $263579.00         | $26663.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $1490.00           | $131.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $3000.00           | $2174.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $2000.00           | $1594.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $12883104.00       | $12815543.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.5000%  | 0.0000% | $33718.00          | $3.66              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $43564.00          | $29013.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-03-01      | 6.0000%  | 0.0000% | $3300000.00        | $7034.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 5.0030%  | 0.0000% | $4689.00           | $3.25              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1108.00           | $1109.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 5.4200%  | 0.0000% | $3294004.00        | $2553485.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.3720%  | 0.0000% | $2127.00           | $1.26              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $64148881.00       | $85666.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $47457.00          | $375.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 6.5000%  | 0.0000% | $1971.00           | $0.40              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 4.1250%  | 0.0000% | $194583473.00      | $7115.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $7228.00           | $421.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 6.3390%  | 0.0000% | $1591.00           | $30.88             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.0690%  | 0.0000% | $16533076.00       | $746667.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.2580%  | 0.0000% | $4721971.00        | $417169.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 5.6000%  | 0.0000% | $11278.00          | $1861.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 4.5000%  | 0.0000% | $2948000.00        | $526570.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 3.9600%  | 0.0000% | $55000.00          | $42950.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $20000000.00       | $17631326.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 3.5600%  | 0.0000% | $200000.00         | $194810.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $2170.00           | $444.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 5.1720%  | 0.0000% | $2387995.00        | $26385.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $12876.00          | $29.50             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 5.1720%  | 0.0000% | $36402.00          | $168.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.8090%  | 0.0000% | $6562.00           | $53.27             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 6.0000%  | 0.0000% | $1000.00           | $2.51              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $31561.00          | $24407.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $345037.00         | $190123.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $78636.00          | $75999.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $72827.00          | $73872.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $69032.00          | $72129.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $4292192.00        | $3518770.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $99888.00          | $98474.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $344324.00         | $349729.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $149255.00         | $123504.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1130403.00        | $1146272.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $172189.00         | $17075.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $3061545.00        | $412387.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1001.00           | $222.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $928000.00         | $275125.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $2275.00           | $192.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $366407.00         | $321733.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $41692.00          | $40575.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $412216.00         | $411579.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8752.00           | $8346.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 1.4000%  | 0.0000% | $79333.00          | $64319.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1506.00           | $397.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 5.8650%  | 0.0000% | $1002.00           | $218.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $11209792.00       | $2088519.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $1000.00           | $194.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $205000.00         | $23400.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1024.00           | $159.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $5714816.00        | $1423635.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $182730.00         | $39436.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 6.2540%  | 0.0000% | $150000.00         | $68099.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $20086664.00       | $15719781.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2210.00           | $2065.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 5.9430%  | 0.0000% | $8544693.00        | $8338712.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.1110%  | 0.0000% | $25318349.00       | $25505862.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.3670%  | 0.0000% | $5377.00           | $5373.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $4358.00           | $787.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.6250%  | 0.0000% | $1000.00           | $709.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 4.9400%  | 0.0000% | $3058485.00        | $3204282.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 3.8700%  | 0.0000% | $1000.00           | $994.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $96386.00          | $98733.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $14300283.00       | $15676686.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-07-01      | 5.1700%  | 0.0000% | $392300.00         | $404660.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 4.5200%  | 0.0000% | $90036.00          | $92821.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $125000.00         | $79280.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $9713.00           | $8317.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $2290740.00        | $2242314.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $79299.00          | $45362.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $100000.00         | $70642.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $24372.00          | $25054.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $1900000.00        | $1958857.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 5.1300%  | 0.0000% | $1024.00           | $1066.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 4.7100%  | 0.0000% | $1031.00           | $1062.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.9900%  | 0.0000% | $102727.00         | $107416.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 4.9200%  | 0.0000% | $6998403.00        | $7353511.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 5.2400%  | 0.0000% | $2269000.00        | $2404071.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 4.7300%  | 0.0000% | $4600.00           | $4772.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $15193.00          | $15419.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 4.7700%  | 0.0000% | $2174693.00        | $2256798.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 4.2800%  | 0.0000% | $22565.00          | $22638.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $76597123.00       | $77777910.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 4.6300%  | 0.0000% | $98990.00          | $101299.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1579000.00        | $762453.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $10000.00          | $5243.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $43000.00          | $26809.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $11587.00          | $8537.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $27571006.00       | $20387517.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $7000.00           | $5084.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1667000.00        | $1463800.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $24698.00          | $14729.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1023.00           | $755.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $144804.00         | $130759.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $69000.00          | $57712.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $245000.00         | $226960.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $22086000.00       | $20205307.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1145.00           | $1182.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $150839.00         | $157488.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $60210.00          | $56059.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $17078.00          | $13582.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $23357024.00       | $20894710.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $7099776.00        | $6890238.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $705491.00         | $710525.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $820388.00         | $702569.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $1049.00           | $1037.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $9552336.00        | $9978532.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $40392.00          | $39526.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1126046.00        | $1047383.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $41710.00          | $37697.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1002.00           | $240.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $91.36             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $27475.00          | $6983.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $18986.00          | $6815.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $692627.00         | $264666.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $351.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $424000.00         | $208021.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $281253.00         | $169682.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $559.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $99000.00          | $59362.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $152478.00         | $67865.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $675308.00         | $362229.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $61429.00          | $29955.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $53516.00          | $28348.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $24089.00          | $15535.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $619.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $46000.00          | $35674.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $169168.00         | $136241.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $127459.00         | $99900.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1081346.00        | $851170.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $44933.00          | $36545.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $240000.00         | $198109.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $79000.00          | $59882.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $73861.00          | $60876.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $24952.00          | $20954.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $11861.00          | $9792.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $11891376.00       | $8847518.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $5000.00           | $3871.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $53904.00          | $47139.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $206958.00         | $154019.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1280.00           | $1026.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $22959960.00       | $18672231.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $7406.00           | $6423.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $9687.00           | $9716.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2690%  | 0.0000% | $28993216.00       | $25595381.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 6.3710%  | 0.0000% | $5882201.00        | $5684326.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.2430%  | 0.0000% | $1000.00           | $929.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-10-01      | 6.3550%  | 0.0000% | $1103.00           | $0.09              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 6.3060%  | 0.0000% | $7081.00           | $10.33             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.2740%  | 0.0000% | $101475.00         | $1582.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 6.3050%  | 0.0000% | $3651.00           | $2.11              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $5288.00           | $315.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $1041.00           | $131.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $178.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.1310%  | 0.0000% | $2172.00           | $27.36             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 6.2060%  | 0.0000% | $1946.00           | $41.07             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 5.8850%  | 0.0000% | $1995350.00        | $64316.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 5.6770%  | 0.0000% | $133136.00         | $1233.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 6.5210%  | 0.0000% | $2640.00           | $234.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 6.5000%  | 0.0000% | $2995.00           | $1.25              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $896945.00         | $487437.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $587998.00         | $302525.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $452.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1112.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $666.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $192946.00         | $135184.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $620.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $635.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $635.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $33805.00          | $26242.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $705.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $3050.00           | $2202.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $102002.00         | $78750.12          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $11004.00          | $8730.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $779.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $263000.00         | $209622.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $3286460.00        | $2502736.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $15533481.00       | $12324809.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $758.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 6.3520%  | 0.0000% | $3753.00           | $159.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 6.6000%  | 0.0000% | $240000.00         | $7039.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $60000.00          | $59666.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $155000.00         | $125371.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $194578.00         | $9861.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.0000%  | 0.0000% | $35240.00          | $367.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1026.00           | $6.13              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 4.0000%  | 0.0000% | $1003.00           | $106.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 5.0000%  | 0.0000% | $3628051.00        | $177741.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 5.0000%  | 0.0000% | $392000.00         | $18984.15          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-01      | 2.5000%  | 0.0000% | $1002.00           | $20.33             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 2.5000%  | 0.0000% | $266000.00         | $7392.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 2.5000%  | 0.0000% | $1006.00           | $26.34             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.0000%  | 0.0000% | $14990900.00       | $1293307.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $16038.00          | $1564.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $711369.00         | $105106.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1527968.00        | $590091.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.0000%  | 0.0000% | $1002.00           | $471.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.5000%  | 0.0000% | $324000.00         | $45252.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1007.00           | $166.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $119.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $325156.00         | $47027.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $1003.00           | $175.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $1187925.00        | $255595.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 3.5000%  | 0.0000% | $2039716.00        | $198891.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.0000%  | 0.0000% | $1034.00           | $8.88              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.5000%  | 0.0000% | $14920686.00       | $18538.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $385143.00         | $280.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.5000%  | 0.0000% | $3061766.00        | $68474.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 5.5000%  | 0.0000% | $1006.00           | $8.59              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.5000%  | 0.0000% | $565112.00         | $8991.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 5.5000%  | 0.0000% | $6048.00           | $40.17             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $4242992.00        | $665969.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1011.00           | $118.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $1013.00           | $118.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $144.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $9230.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $2060.00           | $359.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 5.0000%  | 0.0000% | $3044000.00        | $283557.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $30169.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $28960.00          | $29225.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2080.00           | $2104.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $11431800.00       | $62544.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 7.1850%  | 0.0000% | $784000.00         | $6922.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 6.1230%  | 0.0000% | $3596000.00        | $19338.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-06-01      | 6.0000%  | 0.0000% | $1712.00           | $82.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 6.4350%  | 0.0000% | $525000.00         | $5714.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $19876.00          | $57.73             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.3300%  | 0.0000% | $9510.00           | $127.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $693965.00         | $8637.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $5598066.00        | $69074.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $79.61             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $258380.00         | $26352.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1450839.00        | $270946.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $19377.00          | $1489.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1859.00           | $137.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $4398.00           | $2660.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $129000.00         | $19886.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $135.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $2239000.00        | $388810.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $11101200.00       | $4149336.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $298999.00         | $130557.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11000.00          | $7144.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $666.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $33459.00          | $22550.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 2.5000%  | 0.0000% | $1000.00           | $651.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $3154571.00        | $2224383.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $5000.00           | $3719.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $34393.00          | $26029.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $37104.00          | $28081.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $32441.00          | $26633.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $136840.00         | $110181.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $170000.00         | $137513.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $53252.00          | $37866.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $36881.00          | $23673.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $26001.00          | $22024.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $354994.00         | $270728.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $396534.00         | $347519.60         | Agency Mortgage-Backed Securities  |

### Security 170: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.685000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_3.68_0306
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $602743200.00      | $480086707.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $258544000.00      | $263207999.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $1559049600.00     | $1558273501.36     | U.S. Treasuries (including strips) |

### Security 171: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_3.78_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2027-05-20      | 2.5000%  | 0.0000% | $410134.00         | $3990.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $2688290.00        | $190502.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 3.5000%  | 0.0000% | $10389456.00       | $115163.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $1915470.00        | $218002.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 4.0000%  | 0.0000% | $4500000.00        | $120236.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $3176950.00        | $295005.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $2974250.00        | $404640.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $7499990.00        | $706826.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $34953000.00       | $16571625.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2682252.00        | $1633003.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $945882.00         | $620839.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $4611030.00        | $2957098.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2031-03-14      | 4.1250%  | 0.0000% | $1890000.00        | $1969414.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.5000%  | 0.0000% | $4405376.00        | $2560806.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1052.00           | $655.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $437125.00         | $332232.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $857766.00         | $653938.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 4.0000%  | 0.0000% | $378084.00         | $332821.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 4.5000%  | 0.0000% | $133473.00         | $121311.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.0000%  | 0.0000% | $384471.00         | $344942.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $36930.00          | $10715.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-15      | 2.5000%  | 0.0000% | $2898680.00        | $392534.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 6.5000%  | 0.0000% | $810343.00         | $688401.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1012812.00        | $1045994.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 4.9800%  | 0.0000% | $2915140.00        | $3002781.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6600%  | 0.0000% | $197490.00         | $210894.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 4.9700%  | 0.0000% | $93192.00          | $94988.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.3440%  | 0.0000% | $3558750.00        | $3808050.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5309056.00        | $5385842.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $4414384.00        | $4451194.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $678039.00         | $677779.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1332042.00        | $1369375.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 6.2730%  | 0.0000% | $991167.00         | $1062764.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2807044.00        | $2834231.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2269744.00        | $2353210.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1840738.00        | $1864903.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1105848.00        | $1147387.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2099180.00        | $2119002.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1000000.00        | $1047043.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.0000%  | 0.0000% | $1731760.00        | $1652717.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $271122000.00      | $278088946.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $146706432.00      | $148298228.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 3.5000%  | 0.0000% | $2371384.00        | $2348341.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $570547.00         | $477423.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $288643.00         | $279527.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $7945752.00        | $8195265.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $5180416.00        | $4664508.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1541602.00        | $1554397.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1926768.00        | $1942825.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1023662.00        | $1033280.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $5869736.00        | $200368.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 7.0000%  | 0.0000% | $5000000.00        | $54800.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $7250000.00        | $2135808.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $400000.00         | $304959.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 4.0000%  | 0.0000% | $158000.00         | $29139.86          | Agency Mortgage-Backed Securities |

### Security 172: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_3.76_0306
- **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:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $2214800.00        | $2395225.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $138328200.00      | $137375561.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $60814900.00       | $60327707.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $165009000.00      | $171497668.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $35228000.00       | $36403908.69       | U.S. Treasuries (including strips) |

### Security 173: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.100000%
- **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: ARP1AKRC1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AKRC1_4.10_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $134701486.00      | $72327431.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $59077147.00       | $30672568.89       | Agency Mortgage-Backed Securities |

### Security 174: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.080000%
- **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: ARP1AM3Q2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AM3Q2_4.08_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $95405070.00       | $49533850.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $101628142.00      | $53466149.43       | Agency Mortgage-Backed Securities |

### Security 175: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B6P33, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1B6P33_3.85_0306
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $149.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 3.0000%  | 0.0000% | $1010.00           | $23.06             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 3.0000%  | 0.0000% | $1662.00           | $198.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $144.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $39747008.00       | $5736342.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 4.0000%  | 0.0000% | $1024.00           | $139.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $586.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $170.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 3.5000%  | 0.0000% | $1000.00           | $314.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $73.16             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $157.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 4.0000%  | 0.0000% | $1007.00           | $201.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $872.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $114.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $103.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-09-01      | 4.5000%  | 0.0000% | $1000.00           | $287.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $4904743.00        | $4370624.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $65342336.00       | $32359409.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $32649024.00       | $13413537.57       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $15305900.00       | $11964920.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $74.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $59055700.00       | $44116825.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-11-15      | 3.3750%  | 0.0000% | $512000.00         | $424598.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $1146000.00        | $862745.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $6669400.00        | $4357311.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $2381800.00        | $1458223.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $79274300.00       | $40848524.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $15470600.00       | $8563572.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $97500.00          | $81779.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $70000.00          | $64017.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $5842100.00        | $5186088.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $25181500.00       | $21722849.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 3.1250%  | 0.0000% | $86100.00          | $70579.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-08-15      | 2.8750%  | 0.0000% | $48882400.00       | $38023421.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 2.5000%  | 0.0000% | $464700.00         | $336116.45         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $538.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $21386848.00       | $21418172.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $99000.00          | $54780.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1566176.00        | $1118805.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $608.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $76000.00          | $50182.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $863.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1997000.00        | $1767986.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $15267680.00       | $15068856.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $35973056.00       | $36664643.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $1000.00           | $82.28             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $617932.00         | $378359.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $681.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $847.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2517740.00        | $2251785.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $16953824.00       | $17340370.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $11514224.00       | $12039077.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $105906.00         | $86899.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $10044686.00       | $8483103.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 3.0000%  | 0.0000% | $42284816.00       | $36372922.43       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $15371312.00       | $13589769.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $24726464.00       | $24925892.01       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $48233984.00       | $48865329.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.0000%  | 0.0000% | $10990900.00       | $10017037.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $16567168.00       | $11055021.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $14366820.00       | $6508312.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $28011040.00       | $23119950.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $28736840.00       | $26812881.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $167566800.00      | $138286303.27      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2200370.00        | $2037594.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $3176221.00        | $3139087.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $34547072.00       | $35818967.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1007.00           | $1015.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $14392720.00       | $14499339.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $3378815.00        | $3508687.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $10494358.00       | $10585889.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1038.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $4825936.00        | $5001147.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1034.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $3692752.00        | $3808764.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $1000000.00        | $193624.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-05-20      | 2.0000%  | 0.0000% | $300000.00         | $128977.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-02-20      | 2.0000%  | 0.0000% | $574165.00         | $442537.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2827575.00        | $679350.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3527807.00        | $3523120.16        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2026-08-15      | 6.7500%  | 0.0000% | $175800.00         | $178770.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-02-15      | 6.6250%  | 0.0000% | $289800.00         | $299281.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-08-15      | 6.3750%  | 0.0000% | $79000.00          | $82417.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-11-15      | 6.1250%  | 0.0000% | $54100.00          | $57447.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $27855700.00       | $16275543.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $2117000.00        | $1528572.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $311300.00         | $226250.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $2980000.00        | $2267292.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-05-15      | 2.8750%  | 0.0000% | $42721500.00       | $31386446.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $3380400.00        | $2520569.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $87.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $378000.00         | $344040.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 3.6250%  | 0.0000% | $44527400.00       | $37427936.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $16000.00          | $14968.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $1049900.00        | $1034245.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $4863000.00        | $5072169.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 4.5000%  | 0.0000% | $82400.00          | $82268.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $369200.00         | $372911.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $968000.00         | $908145.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $3497000.00        | $3566092.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2056-02-15      | 4.7500%  | 0.0000% | $161800.00         | $165107.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $127572100.00      | $129520170.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-08-15      | N/A      | 0.0000% | $0.45              | $0.15              | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2029-08-15      | 6.1250%  | 0.0000% | $353600.00         | $384760.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2030-05-15      | 6.2500%  | 0.0000% | $2982800.00        | $3353301.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2031-02-15      | 5.3750%  | 0.0000% | $7117800.00        | $7715714.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2038-02-15      | 4.3750%  | 0.0000% | $82400.00          | $84958.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2038-05-15      | 4.5000%  | 0.0000% | $2401900.00        | $2528300.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-02-15      | 3.5000%  | 0.0000% | $1919000.00        | $1793227.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $190900.00         | $193878.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-11-15      | 4.3750%  | 0.0000% | $34000.00          | $34779.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 4.3750%  | 0.0000% | $8000.00           | $8159.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 3.8750%  | 0.0000% | $1287500.00        | $1225991.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 4.7500%  | 0.0000% | $875200.00         | $914665.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 3.1250%  | 0.0000% | $686500.00         | $590970.03         | U.S. Treasuries (including strips) |

### Security 176: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.930000%
- **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: ARP1BCC18, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BCC18_3.93_0330
- **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:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $155184392.00      | $22828273.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $165084111.00      | $22638115.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $189375922.00      | $23222840.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $109154670.00      | $22743355.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $249765876.00      | $21098775.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $259074321.00      | $21149443.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $125021435.00      | $16837978.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $248594948.00      | $25111035.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $201339366.00      | $21682832.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $255654058.00      | $22837307.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150029635.00      | $21781913.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $228411593.00      | $23160345.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $21303895.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $217262449.00      | $23222845.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $196370555.00      | $23187195.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $118668058.00      | $22283069.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $170805251.00      | $24570205.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $169613613.00      | $24027466.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $21394075.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $144895562.00      | $16698018.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21721009.49       | Agency Mortgage-Backed Securities |

### Security 177: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.840000%
- **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: ARP1BCX15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BCX15_3.84_0306
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $311322.00         | $3983.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-03-01      | 5.7000%  | 0.0000% | $10047.00          | $274.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-05-01      | 5.0000%  | 0.0000% | $26207.00          | $293.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $167.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 5.5000%  | 0.0000% | $719747.00         | $1967.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $2870.00           | $120.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $9174733.00        | $48388.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $257210.00         | $2177.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $6922.00           | $291.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $3101.00           | $70.09             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 5.0000%  | 0.0000% | $2531.00           | $84.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $7639.00           | $1187.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 3.0000%  | 0.0000% | $1000.00           | $148.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $51268555.00       | $6235795.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $39629.00          | $2956.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $179.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-12-01      | 4.5000%  | 0.0000% | $1000.00           | $136.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $6395.00           | $164.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $108.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $124.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.5000%  | 0.0000% | $892833.00         | $116614.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.0000%  | 0.0000% | $1052492.00        | $233465.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-07-01      | 3.0000%  | 0.0000% | $318000.00         | $70699.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.5000%  | 0.0000% | $1834.00           | $285.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $11826.00          | $1152.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $187.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1198.00           | $235.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $311.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $95.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $122.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $4891593.00        | $1364628.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873580.00       | $2701549.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $189.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 4.0000%  | 0.0000% | $960000.00         | $96756.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $21635840.00       | $4622918.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.5000%  | 0.0000% | $2000.00           | $346.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $31452673.00       | $6055058.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1024.00           | $224.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $2275696.00        | $308941.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 8.5000%  | 0.0000% | $1002.00           | $33.49             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 5.5000%  | 0.0000% | $1000.00           | $20.13             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.5000%  | 0.0000% | $1015.00           | $68.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $1215883.00        | $133140.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $176.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $25997824.00       | $5611345.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1287.00           | $270.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 6.0000%  | 0.0000% | $5185552.00        | $216382.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $194.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $86.69             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 3.0000%  | 0.0000% | $129907.00         | $75877.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $606.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $633.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 2.0000%  | 0.0000% | $1008.00           | $493.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $604.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $602.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $2794805.00        | $1088493.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $355004.00         | $234953.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $639.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $44450.00          | $1770.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 6.0000%  | 0.0000% | $1495.00           | $6.62              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $94562.00          | $3268.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $3458.00           | $43.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $45266574.00       | $35171104.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $712.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $265587.00         | $211167.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $770.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $97.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $290.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $174.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $214.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $855.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $918.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1411.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $957.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $20000.00          | $18689.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $841.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $688.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $990.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $5832328.00        | $1385628.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $103.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $2000.00           | $368.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $276.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $174.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $344.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $214.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 4.5000%  | 0.0000% | $1035.00           | $218.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.5000%  | 0.0000% | $1000.00           | $251.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1024.00           | $252.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $230.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $44951500.00       | $42907636.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $900.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1065.00           | $1002.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $970.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 5.5000%  | 0.0000% | $1040.00           | $945.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $817.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $979.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1035.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $38060220.00       | $38334667.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $887865.00         | $681181.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $2048.00           | $1611.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $50932999.00       | $42492420.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $622.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $806.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1063.00           | $980.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $1024.00           | $889.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $968.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $923.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1044.00           | $861.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $920.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $934.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $833.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $920.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $896.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1070.00           | $960.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2661600.00        | $2276559.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1008.00           | $960.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $979.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $825.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $914.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1019.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1025.00           | $808.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1030.00           | $995.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $979.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 7.0000%  | 0.0000% | $1001.00           | $983.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $967.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $5264224.00        | $5008789.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1068.00           | $1013.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $997.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1040.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.5000%  | 0.0000% | $381677.00         | $377214.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.5000%  | 0.0000% | $1008.00           | $996.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2048.00           | $2058.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1120.00           | $1162.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1018.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $445507.00         | $361307.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $980.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $1031.00           | $1046.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $1020.00           | $1001.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1010.00           | $1017.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1044.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $993.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1065.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1342206.00        | $1385959.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $4045838.00        | $4084004.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $767955.00         | $798739.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1692344.00        | $1751938.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1562082.00        | $1610010.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $665.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $4356258.00        | $1673504.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $998.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 5.5000%  | 0.0000% | $5785472.00        | $5573423.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $996.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.5000%  | 0.0000% | $73653.00          | $69645.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 5.0000%  | 0.0000% | $38983167.00       | $39339735.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 5.5000%  | 0.0000% | $38953509.00       | $39803003.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $47398000.00       | $786034.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1123700.00        | $1152055.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1319681.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $6282408.00        | $5964890.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $690.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $886461.00         | $801594.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $985.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1014.00           | $1014.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $962.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $997475.00         | $906589.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $305162.00         | $291929.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $986.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1043.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $1005.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1198313.00        | $1246753.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $977.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $937.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $989.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $6940232.00        | $2318220.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $218.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $745.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $6266545.00        | $4873076.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $39259057.00       | $30500323.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $830.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 4.5000%  | 0.0000% | $722160.00         | $628067.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $73759847.00       | $59141683.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $618.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $4319508.00        | $3973342.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 5.0000%  | 0.0000% | $1000.00           | $879.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 5.5000%  | 0.0000% | $1000.00           | $802.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 5.5000%  | 0.0000% | $1008.00           | $923.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $1024.00           | $944.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $5781360.00        | $5908445.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1005.00           | $1026.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $2889544.00        | $3007572.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $10504.00          | $190.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $10319.00          | $173.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $2227228.00        | $2330919.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $4256.00           | $3686.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1937.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $6029791.00        | $5140362.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $781.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.5000%  | 0.0000% | $1000.00           | $960.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $8562.00           | $8785.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $994.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $876.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $4408000.00        | $1265304.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $192.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.0000%  | 0.0000% | $6520920.00        | $1569100.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $454.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $1598000.00        | $603285.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 5.5000%  | 0.0000% | $2784957.00        | $278272.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $6843376.00        | $3139144.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $498000.00         | $198898.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1008.00           | $604.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $9749083.00        | $4368907.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $2886659.00        | $1571038.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 3.0000%  | 0.0000% | $3408000.00        | $2220977.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $64620.00          | $44602.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $765.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $811.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $691.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $839.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1259384.00        | $1085015.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $756.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $764.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $790.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 2.0000%  | 0.0000% | $1000.00           | $712.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $888.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $751.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $18000.00          | $15230.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $2100.00           | $1867.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $27558382.00       | $23080469.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $880.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 3.0000%  | 0.0000% | $1181651.00        | $887914.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $200000.00         | $184609.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $47330924.00       | $46599367.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $279618.00         | $282381.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $28784000.00       | $29863558.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.0000%  | 0.0000% | $1000.00           | $156.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $1024.00           | $20.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $123.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $3014420.00        | $1067981.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $65540358.00       | $40459478.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $206.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 5.5000%  | 0.0000% | $108346.00         | $1121.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $997.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 5.0000%  | 0.0000% | $1000.00           | $990.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 1.5000%  | 0.0000% | $1000.00           | $289.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $875.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $120.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 3.5000%  | 0.0000% | $1000.00           | $295.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-05-01      | 3.0000%  | 0.0000% | $2000.00           | $319.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 6.5000%  | 0.0000% | $1024.00           | $774.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $2914475.00        | $1920309.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $981.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $992.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $939707.00         | $665792.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $337000.00         | $279596.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $828.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1369778.00        | $1281904.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $867.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1313465.00        | $1105310.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $2376248.00        | $1889770.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $13293666.00       | $9936043.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 5.0000%  | 0.0000% | $1072.00           | $6.54              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 5.5000%  | 0.0000% | $5780086.00        | $23869.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $108.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 7.5000%  | 0.0000% | $11642761.00       | $49019.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 7.5000%  | 0.0000% | $3767.00           | $2.03              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $59.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $693531.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $8764684.00        | $44455.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1475.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $134170613.00      | $9765501.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1005.00           | $23.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7177026.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $20053248.00       | $2652160.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $5842760.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $6916806.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $30.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 4.0000%  | 0.0000% | $415093.00         | $60247.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $25389.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 3.0000%  | 0.0000% | $56188352.00       | $9665904.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 2.5000%  | 0.0000% | $303000.00         | $12673.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 3.5000%  | 0.0000% | $1000.00           | $68.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $615000.00         | $83342.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $60246912.00       | $9859347.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $163880.00         | $27700.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $303.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $344.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $1004.00           | $109.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $178.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $2000.00           | $351.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $14128008.00       | $2960592.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $53844736.00       | $11539576.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $96400.00          | $24208.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.2060%  | 0.0000% | $28323397.00       | $6677568.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8444518.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $779001.00         | $143645.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 2.9700%  | 0.0000% | $9803000.00        | $9395080.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $1457878.00        | $746801.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2635078.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1663708.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $184.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $20330878.00       | $2475256.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $159.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $10294091.00       | $977570.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $6880420.00        | $1057456.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $294.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $436253.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $13513352.00       | $1666064.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $93531064.00       | $12717052.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $383840.00         | $43900.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $4746280.00        | $603811.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $857.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $667180.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $305101.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $808958.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 2.5000%  | 0.0000% | $1518846.00        | $42800.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $688356.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $18878577.00       | $2672664.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $425787.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $499719.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $465705.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $19863250.00       | $4005803.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $45716041.00       | $12237811.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1698352.00        | $331392.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 2.0000%  | 0.0000% | $1000.00           | $15.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $281.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36634073.00       | $7581985.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $55455552.00       | $13741200.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16651845.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5432820.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $7093592.00        | $1268349.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $12292000.00       | $1697702.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $47459.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 3.0000%  | 0.0000% | $637767.00         | $35945.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $15644416.00       | $1263567.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 3.5000%  | 0.0000% | $330002.00         | $22784.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $55366592.00       | $11621131.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $169.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1181669.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $7800577.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1027.00           | $88.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $86388878.00       | $8613150.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7175732.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $12818228.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $472973.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $2017681.00        | $306927.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2083.00           | $167.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $63168448.00       | $9989654.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $8737271.00        | $1781305.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $5519104.00        | $860740.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $54091881.00       | $4013506.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7464888.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $68908357.00       | $15109699.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $17895680.00       | $2002303.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7881930.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $11860017.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $17784924.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $81875968.00       | $17435275.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $8272640.00        | $1809766.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $82435676.00       | $11821799.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $38783480.00       | $8045337.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $2048.00           | $294.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $229.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7568461.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $6391321.00        | $1289868.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $56057792.00       | $12411461.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $23668368.00       | $5691192.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $79353.00          | $11835.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1569884.00        | $272834.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.2700%  | 0.0000% | $27620.00          | $28025.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $570.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $1036360.00        | $619217.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $736.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $628.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $2592474.00        | $1768383.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1264.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1009.00           | $771.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $919.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1002.00           | $908.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $976.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $968.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $763.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $677.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1044.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $967.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.0000%  | 0.0000% | $1000.00           | $714.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1454.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1874.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1330722.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1395030.00        | $1336381.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1554.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1397927.00        | $760067.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $714.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1206.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2340961.00        | $1876886.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 7.0000%  | 0.0000% | $22828.00          | $14938.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3249225.00        | $2941820.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $3025892.00        | $2426149.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $978.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1899.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $1913295.00        | $1588901.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1426357.00        | $1318524.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1335053.00        | $1360128.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $959.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $885.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $371993.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $496.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $410.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $483.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2677276.00        | $2019836.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $846.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $5743300.00        | $3382399.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $5513515.00        | $3901791.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $564.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $17089895.00       | $13238532.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $892.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1841672.00        | $1124924.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $12681451.00       | $10116214.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $14629062.00       | $11906377.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $784.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3310912.00        | $2571752.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $867.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1967.00           | $545.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $49535712.00       | $41095489.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $6768090.00        | $6518864.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1996361.00        | $1634582.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $514.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1573669.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $917.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $15908725.00       | $10558705.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $635.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $1672550.00        | $1773517.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2702976.00        | $2253625.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1275030.00        | $1344886.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2855160.00        | $2973419.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $741.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $778.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $5006236.00        | $3808498.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $56611745.00       | $43562853.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $4000000.00        | $2762349.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $766.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $13671904.00       | $9118612.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $80000.00          | $72441.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $852.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $8498896.00        | $7061709.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $12157511.00       | $11584479.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $1024.00           | $875.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1427000.00        | $1255314.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $756.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $13474023.00       | $12338925.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $788217.00         | $660546.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $13873.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $11026215.00       | $9253651.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $851.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $1605586.00        | $1268115.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $1016.00           | $809.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $974.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $988.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $42981515.00       | $37521201.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $499977.00         | $309052.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $69063640.00       | $51684415.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $3656755.00        | $2685790.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $843.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $9958366.00        | $9342669.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $730.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $75866568.00       | $55830442.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $254000.00         | $191898.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $30888173.00       | $24033517.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $787.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $473.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $18455755.00       | $14643243.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $850.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2073.00           | $1702.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $99049216.00       | $91890388.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $303985.00         | $269075.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1603.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1873694.00        | $1386945.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $799.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1378660.00        | $1001094.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1696.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $3708296.00        | $2885686.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $102.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $184.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $17365329.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1314580.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 4.0000%  | 0.0000% | $3000.00           | $449.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1292085.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 4.5000%  | 0.0000% | $1008.00           | $229.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1163.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 4.0000%  | 0.0000% | $1025.00           | $256.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 3.0000%  | 0.0000% | $220000.00         | $86717.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $612.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $629.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $2447187.00        | $1428645.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $511.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1289.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $479120.00         | $258485.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $688.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $663.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $689.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $599.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $776.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $700.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $328000.00         | $283019.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1588832.00        | $1179868.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $741246.00         | $532233.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.5000%  | 0.0000% | $370000.00         | $311040.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $590521.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $15616829.00       | $11256341.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $20716489.00       | $17499535.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.5000%  | 0.0000% | $4264125.00        | $3500190.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $791.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $99997.00          | $81988.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $680164.00         | $606418.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $308795.00         | $243781.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $2024.00           | $1598.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 5.0000%  | 0.0000% | $1008.00           | $930.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $706.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1156000.00        | $1185248.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1226549.00        | $1256493.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $835.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1367186.00        | $1451995.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2480.00           | $2628.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $985.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1029.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1247032.00        | $1302586.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $990.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $978.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1004.00           | $1032.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1255300.00        | $1332886.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1253950.00        | $1329916.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1284.00           | $1288.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1867653.00        | $1956155.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $992.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $2095560.00        | $1931203.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1244547.00        | $1230368.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $36549696.00       | $36755912.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1065.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1215538.00        | $1259896.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1009.00           | $1035.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1018.00           | $1030.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $4575111.00        | $1315099.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $271.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $177.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $2368050.00        | $544309.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $25145024.00       | $3886555.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $205.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $228.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $120967.00         | $13407.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $571185.00         | $90440.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $9600051.00        | $2617885.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 3.5000%  | 0.0000% | $22784.00          | $8204.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 4.5000%  | 0.0000% | $1000.00           | $212.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $1115000.00        | $208164.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-08-01      | 5.0000%  | 0.0000% | $8255000.00        | $2105525.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $13692037.00       | $3441292.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-01-01      | 3.5000%  | 0.0000% | $136074.00         | $46485.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 3.5000%  | 0.0000% | $2039.00           | $602.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-09-01      | 4.5000%  | 0.0000% | $1001.00           | $287.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $466000.00         | $83728.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $150000.00         | $32547.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $194000.00         | $71395.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $286.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2061-09-01      | 3.0000%  | 0.0000% | $1000.00           | $638.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 5.0000%  | 0.0000% | $1000.00           | $716.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-12-01      | 2.5000%  | 0.0000% | $1993.00           | $1362.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-06-01      | 2.5000%  | 0.0000% | $23160895.00       | $15137792.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $9333726.00        | $2746694.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $76834214.00       | $15733785.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1518185.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1480727.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $14436336.00       | $1709848.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $1000.00           | $162.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $148.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3089552.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $520000.00         | $61810.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $559178.00         | $222768.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $20440668.00       | $3226300.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6123684.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $73192382.00       | $11695275.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $247140.00         | $28570.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $174898.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 3.4700%  | 0.0000% | $2075282.00        | $2011918.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 2.9400%  | 0.0000% | $1579.00           | $1124.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $21133.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $203.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $187.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12684513.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $20609429.00       | $6141070.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $6827978.00        | $1806681.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $638000.00         | $31953.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $552270.00         | $183736.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $97093004.00       | $18336252.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $5889676.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $431914.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $7945632.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $54646823.00       | $14872503.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.5000%  | 0.0000% | $1500000.00        | $206167.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $138367.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $67315.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $1029.00           | $234.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $97.86             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $180.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $691000.00         | $111435.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $664061.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1610355.00        | $529109.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $286.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $663626.00         | $400296.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $481.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $11543219.00       | $6023538.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $856.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1053.00           | $566.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $501000.00         | $254954.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $19613558.00       | $10457274.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $1055009.00        | $599296.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $461207.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $634.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 5.0800%  | 0.0000% | $1000.00           | $1035.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 4.7800%  | 0.0000% | $2009659.00        | $2082563.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $937.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1318150.00        | $1369692.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $991316.00         | $727767.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $743.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $10000.00          | $7886.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $741.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $764.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $7418571.00        | $5713811.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $868035.00         | $681365.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $802.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $864.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $717.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $31230016.00       | $24457613.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $482980.00         | $399494.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $807.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $780.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $717.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $3781936.00        | $2684483.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1013036.00        | $749421.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $4221000.00        | $3279794.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $817.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1742.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1018.00           | $929.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $35000.00          | $31348.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $98000.00          | $81151.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $830.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $875.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1026.00           | $840.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $179000.00         | $157539.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $832.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $968.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $709.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $489.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $858.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $955.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $848.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $2836360.00        | $2511811.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $887.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1008.00           | $663.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $572298.00         | $420786.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $803.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1012.00           | $878.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2453088.00        | $2335822.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $969.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $952.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $875.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $880.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11111904.00       | $10267021.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $2074092.00        | $1607356.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $958.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1008.00           | $965.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $940.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2047000.00        | $1854310.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $2911124.00        | $2990545.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $826999.00         | $170865.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $7146944.00        | $598849.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $222.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $653000.00         | $87401.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $153.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $245.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $412741.00         | $44796.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $5850287.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1656575.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $368.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $22484544.00       | $3812345.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6344899.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $43218880.00       | $8479482.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $394.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $50090560.00       | $9755403.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $171071.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $1001.00           | $34.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $432364.00         | $22866.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 2.5000%  | 0.0000% | $725000.00         | $34439.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 3.5000%  | 0.0000% | $506029.00         | $56517.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $614566.00         | $31391.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $2048.00           | $407.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $1005.00           | $103.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $3491510.00        | $389308.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $51938128.00       | $2426087.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $325.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 4.0000%  | 0.0000% | $1151891.00        | $288062.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $141.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $45863104.00       | $4820162.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $10599984.00       | $1271066.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $5287432.00        | $707978.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7154706.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $167395840.00      | $14921818.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1025.00           | $195.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $252.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.0000%  | 0.0000% | $4000000.00        | $434153.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $6694440.00        | $1246711.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.0000%  | 0.0000% | $4379140.00        | $556050.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $1349.00           | $9.23              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 4.4900%  | 0.0000% | $411000.00         | $47268.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $11234204.00       | $9784359.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $625.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $1732295.00        | $1468912.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2368241.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $4400000.00        | $3237933.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1846.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $920753.00         | $853680.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $1157168.00        | $812983.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $835.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $684.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $71274.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $923497.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $6217897.00        | $5471631.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $956.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $5981086.00        | $6001173.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $403722.00         | $421422.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $831.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1942636.00        | $1574393.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $1398445.00        | $1266076.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $860.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $980.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $997.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1305423.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $638.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $3546756.00        | $2561002.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1883.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $50000.00          | $44812.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1840.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $3775846.00        | $2603495.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1756551.00        | $918584.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1734.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2050.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $2413150.00        | $1833131.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $455678.00         | $477207.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1108664.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1503040.00        | $1365938.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $411500.00         | $372427.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $241409.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $3961620.00        | $3702657.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1049792.00        | $621276.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $731.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $79280.00          | $53116.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $667.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 4.0000%  | 0.0000% | $1000.00           | $457.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $732.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1383409.00        | $895230.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $819.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $825.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $804647.00         | $406918.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $206000.00         | $152562.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $477.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $492.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2128.00           | $799.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2597186.00        | $1144788.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $413.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $500.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $451.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $3852568.00        | $1448215.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $471.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $5499736.00        | $2304360.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $2560.00           | $1299.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1200.00           | $588.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $34967296.00       | $17707084.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $489.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1032.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $515.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $518.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $552.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $2629000.00        | $1525057.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $562.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $577.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2250000.00        | $1848311.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $630.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $816438.00         | $501237.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $32482.00          | $22964.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $694.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1451446.00        | $977161.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $728.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $8689990.00        | $6318329.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $2167704.00        | $2151549.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $3757866.00        | $3424143.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1265228.00        | $1273207.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1259283.00        | $1288306.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $600748.00         | $569167.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $857.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $892.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1106544.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1079393.00        | $955735.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $4788791.00        | $4290674.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $989.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365399.00        | $1383182.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $972.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $7543760.00        | $6693160.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $855.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $1091205.00        | $1134961.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $950.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $951.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $838.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $505.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $688773.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1006.00           | $999.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 7.0000%  | 0.0000% | $1139264.00        | $1128285.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $846.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $912.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1068.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1001.00           | $960.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2135845.00        | $2063655.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $894.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $698.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1142185.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $2208758.00        | $2024247.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $2309253.00        | $1593522.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $818.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $368092.00         | $376494.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $792.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2148282.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $922.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $3581667.00        | $3654251.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $999.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2026609.00        | $2052167.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $3370940.00        | $3515632.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $986.90            | Agency Mortgage-Backed Securities |

### Security 178: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BJTC1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BJTC1_3.69_0306
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-11-01      | 7.0000%  | 0.0000% | $1495056.00        | $1581106.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 2.5000%  | 0.0000% | $1508520.00        | $310798.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $800000.00         | $94754.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 5.0000%  | 0.0000% | $75000.00          | $19703.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $425000.00         | $98981.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $885000.00         | $239794.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 3.5000%  | 0.0000% | $41151680.00       | $3284442.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $474387.00         | $485282.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $8804432.00        | $9052395.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $7475944.00        | $6785225.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $5080576.00        | $4617766.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1444338.00        | $1524127.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1195600.00        | $1266077.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $3135076.00        | $3196031.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-06      | N/A      | 0.0000% | $2465000.00        | $1566571.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $2156008.00        | $2173562.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $3792444.00        | $3077659.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1352600.00        | $1427806.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 4.5000%  | 0.0000% | $7637880.00        | $1055086.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.5000%  | 0.0000% | $6650230.00        | $2296743.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $6508896.00        | $1591000.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $147358.00         | $138357.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $698411008.00      | $635017188.08      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $153324032.00      | $125373781.40      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 5.5000%  | 0.0000% | $1462474.00        | $1511252.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.0000%  | 0.0000% | $1108670.00        | $1146141.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 5.5000%  | 0.0000% | $1618568.00        | $1665913.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1859974.00        | $1943239.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | N/A      | 0.0000% | $50313000.00       | $39269849.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $4869820.00        | $4838175.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $1153126.00        | $1224680.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $7265520.00        | $7335662.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2921120.00        | $2961172.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1642524.00        | $1656537.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 7.0000%  | 0.0000% | $1627900.00        | $1736959.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $503000.00         | $464011.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1372864.00        | $1331333.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 7.0000%  | 0.0000% | $1028252.00        | $1095367.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1063864.00        | $1076299.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $7552690.00        | $7727553.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 6.0000%  | 0.0000% | $1256092.00        | $936919.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $4217000.00        | $3362203.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $7000000.00        | $3892440.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $8890688.00        | $1461422.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 5.0000%  | 0.0000% | $40343000.00       | $2877013.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1612504.00        | $111979.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 7.0000%  | 0.0000% | $900000.00         | $60690.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.0000%  | 0.0000% | $100000000.00      | $608790.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.0000%  | 0.0000% | $50000000.00       | $9687430.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 6.0000%  | 0.0000% | $26597500.00       | $26828456.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 3.0000%  | 0.0000% | $14146928.00       | $1986477.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $3712440.00        | $344749.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.0000%  | 0.0000% | $2217984.00        | $2034199.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 5.0000%  | 0.0000% | $5587712.00        | $5385485.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 6.0000%  | 0.0000% | $1301816.00        | $1308819.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 6.0000%  | 0.0000% | $1460146.00        | $1440197.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.5000%  | 0.0000% | $360000.00         | $144802.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.0000%  | 0.0000% | $105000.00         | $30660.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 6.5000%  | 0.0000% | $6085784.00        | $6323395.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 6.5000%  | 0.0000% | $3316984.00        | $3504652.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 2.5000%  | 0.0000% | $1405118.00        | $384830.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $279556.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $116124.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1558150.00        | $1024339.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $13293040.00       | $13311338.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $103177728.00      | $77235898.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 3.5000%  | 0.0000% | $148688128.00      | $137359232.86      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $55009536.00       | $55528997.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $50693632.00       | $51145317.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 4.5000%  | 0.0000% | $1059272.00        | $533664.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2142390.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-15      | 5.0000%  | 0.0000% | $10019264.00       | $183382.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-15      | 6.5000%  | 0.0000% | $538602.00         | $9198.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $1273428.00        | $9586.74           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-24      | 3.4400%  | 0.0000% | $4416000.00        | $3765265.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-12-01      | 2.5000%  | 0.0000% | $610000.00         | $160298.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $880000.00         | $733405.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1400000.00        | $990021.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $35302528.00       | $26818031.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $3694000.00        | $2420968.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 3.5000%  | 0.0000% | $29382080.00       | $8717210.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-07-01      | 6.0000%  | 0.0000% | $187190.00         | $101417.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $22795000.00       | $17112861.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $50000000.00       | $41616825.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 2.5000%  | 0.0000% | $1942484.00        | $1528656.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $13796096.00       | $13980247.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 4.5000%  | 0.0000% | $400000.00         | $351981.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $350000.00         | $257228.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 3.0000%  | 0.0000% | $7070368.00        | $3500173.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1354859.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $590000.00         | $466247.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1018672.00        | $881693.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 6.0000%  | 0.0000% | $1106518.00        | $1144698.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 5.0000%  | 0.0000% | $1814258.00        | $1840191.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $5422248.00        | $5480635.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $20000.00          | $18816.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $386519552.00      | $393820562.71      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 2.5000%  | 0.0000% | $1200000.00        | $762090.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1550000.00        | $938292.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $500000.00         | $392405.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $11797792.00       | $8854327.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $400000.00         | $374241.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $55960192.00       | $5677261.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $142906112.00      | $143912307.15      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1215566.00        | $1000008.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2800000.00        | $2785542.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $246068224.00      | $242574345.71      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1053532.00        | $1066885.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $1090540.00        | $332422.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 6.5000%  | 0.0000% | $2059112.00        | $21902.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $5774638.00        | $214910.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $6296.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 5.6250%  | 0.0000% | $40044480.00       | $816210.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.3750%  | 0.0000% | $45000000.00       | $695658.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.3750%  | 0.0000% | $10812464.00       | $110346.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $57827.00          | $5938.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $121509.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $150000000.00      | $79273588.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-15      | 4.0000%  | 0.0000% | $648638.00         | $58379.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1588820.00        | $1407274.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1477984.00        | $1272400.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4729336.00        | $4663245.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 3.0000%  | 0.0000% | $503367.00         | $459827.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1022968.00        | $1066231.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $11628992.00       | $11701608.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 3.0000%  | 0.0000% | $319716.00         | $289221.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.0000%  | 0.0000% | $413625.00         | $376142.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.0000%  | 0.0000% | $318679.00         | $288950.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $76921.00          | $79251.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1535370.00        | $1527673.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 2.0000%  | 0.0000% | $195790.00         | $156029.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1280096.00        | $1318043.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1128330.00        | $1159714.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1280170.00        | $1314994.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1590138.00        | $1685050.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1219352.00        | $1278543.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $290219008.00      | $291823241.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $839119.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $22000000.00       | $21598128.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $1646636.00        | $1338180.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $33358600.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1516108.00        | $1539760.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-05-20      | 2.5000%  | 0.0000% | $330750.00         | $278263.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $725611.00         | $741018.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1458506.00        | $1472214.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1081208.00        | $1089022.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $9223216.00        | $9474995.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1254242.00        | $1270109.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2295460.00        | $2324119.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $500000.00         | $256188.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1250808.00        | $1213653.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 2.5000%  | 0.0000% | $103325.00         | $83733.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $794296.00         | $567338.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $2669544.00        | $1732404.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $5970000.00        | $2624346.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $4946656.00        | $3954465.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1660522.00        | $1623646.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $3772748.00        | $3366069.95        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2040-08-27      | 2.0000%  | 0.0000% | $5224000.00        | $3818665.64        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-01-28      | 2.1000%  | 0.0000% | $1930000.00        | $1409372.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $42918912.00       | $38450248.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $22516032.00       | $20186613.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1270000.00        | $1223214.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $2000000.00        | $1900630.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $8816290.00        | $1410546.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 6.0000%  | 0.0000% | $2007872.00        | $476603.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1240360.00        | $1200029.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $684697.00         | $693306.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $530756.00         | $557817.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2262080.00        | $2313459.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $1720162.00        | $1634387.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $19487000.00       | $20483662.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $909085696.00      | $795405127.09      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $310553600.00      | $289872070.01      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 3.5000%  | 0.0000% | $6209896.00        | $6076679.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $971362.00         | $997299.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $2537763.00        | $2697079.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1551800.00        | $1591273.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $1206000.00        | $1194134.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $3211232.00        | $3282805.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 7.0000%  | 0.0000% | $1821400.00        | $1928404.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $39794560.00       | $40499707.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $11788912.00       | $11349876.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 7.0000%  | 0.0000% | $2167136.00        | $2295576.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $11219024.00       | $11545979.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 7.0000%  | 0.0000% | $2191712.00        | $2345531.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1351188.00        | $1341739.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $6262688.00        | $6380984.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1339322.00        | $1356786.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $6328992.00        | $6428085.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $7185392.00        | $7275777.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1036254.00        | $1031889.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1236364.00        | $1226571.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $1802846.00        | $1787801.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $29630176.00       | $29395505.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $8714672.00        | $8798804.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1673886.00        | $1700532.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $3554540.00        | $369699.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $369000.00         | $22035.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $9944530.00        | $885411.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 3.5000%  | 0.0000% | $2574824.00        | $13594.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 5.6250%  | 0.0000% | $830000.00         | $17422.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 5.6250%  | 0.0000% | $3000000.00        | $86657.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 3.5000%  | 0.0000% | $7222270.00        | $207299.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $171198.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $370170.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $1593916.00        | $138996.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $122705000.00      | $15060481.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $1910528.00        | $123117.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 7.0000%  | 0.0000% | $159895.00         | $47606.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $908709.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $139593.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $8206000.00        | $5517114.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $4274864.00        | $1770519.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-20      | 7.0000%  | 0.0000% | $83076.00          | $6922.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 7.0000%  | 0.0000% | $255367.00         | $117361.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $440504000.00      | $211195239.21      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $10784320.00       | $10210127.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 7.5000%  | 0.0000% | $76312.00          | $19452.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $22576.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $132230.00         | $76135.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 3.5000%  | 0.0000% | $220422.00         | $19152.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $524457.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $200000.00         | $116527.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $375000.00         | $207652.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $266534.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $162744.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $1702166.00        | $152557.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $1541960.00        | $1015331.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 6.5000%  | 0.0000% | $3285484.00        | $980349.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1085306.00        | $409898.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1251672.00        | $512380.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.0000%  | 0.0000% | $1455858.00        | $1193876.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1287993.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $839862.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $310169.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $166874.00         | $140303.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-15      | 2.5000%  | 0.0000% | $570000.00         | $72178.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-15      | 3.5000%  | 0.0000% | $558879.00         | $103277.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $987173.00         | $474975.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $15386.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $950928.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6325901.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $2639862.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $1497748.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-03-15      | 5.7300%  | 0.0000% | $70193.00          | $74171.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1175404.00        | $1274003.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1235684.00        | $1023254.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.7000%  | 0.0000% | $2365656.00        | $2525876.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.8200%  | 0.0000% | $3301200.00        | $3554163.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3275147.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5771143.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $1946282.00        | $2033515.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1136160.00        | $1053465.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313824.00        | $4670037.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 3.5000%  | 0.0000% | $1301192.00        | $1205131.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2681780.00        | $2708916.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2610976.00        | $2726570.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2014412.00        | $2098761.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4034600.00        | $4233322.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $862031.00         | $918086.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $670123.00         | $498542.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $841909.00         | $878985.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1882800.00        | $650234.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1095176.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1354902.00        | $1400154.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 4.9000%  | 0.0000% | $1245084.00        | $1262997.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1195848.00        | $1193903.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2603024.00        | $2724011.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3109456.00        | $3233165.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $1965000.00        | $1170660.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 4.0000%  | 0.0000% | $19894912.00       | $2612851.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $4460120.00        | $3499559.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $4316192.00        | $4374266.32        | Agency Mortgage-Backed Securities |

### Security 179: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1BK419, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BK419_3.67_0306
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $104.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 2.2500%  | 0.0000% | $7120200.00        | $7021507.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 2.2500%  | 0.0000% | $74409100.00       | $73377722.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 0.5000%  | 0.0000% | $11200.00          | $10741.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $231500.00         | $220852.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $470001900.00      | $525051604.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $73467800.00       | $75223613.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $536100.00         | $543403.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $27342300.00       | $27714792.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 4.1250%  | 0.0000% | $48442500.00       | $49532980.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $203.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $13439000.00       | $13635922.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 3.5000%  | 0.0000% | $40513400.00       | $40990466.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8129%  | 0.0000% | $80700.00          | $81075.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8129%  | 0.0000% | $35000000.00       | $35162986.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.3750%  | 0.0000% | $170292500.00      | $171432107.70      | U.S. Treasuries (including strips) |

### Security 180: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDP4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDP4_3.83_0428
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $96592.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.0434%  | 0.0000% | $82543545.00       | $839319.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 2.2676%  | 0.0000% | $50000000.00       | $551295.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.2815%  | 0.0000% | $14546000.00       | $351935.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $3263645.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8299%  | 0.0000% | $100017.00         | $3810.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.3168%  | 0.0000% | $38326592.00       | $742873.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $34288.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6934855.00        | $485957.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.3359%  | 0.0000% | $32470263.00       | $647580.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $4640000.00        | $350228.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.2948%  | 0.0000% | $93797232.00       | $2060234.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.0000%  | 0.0000% | $4692013.00        | $609725.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $88153.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $2000001.00        | $202249.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $32172212.00       | $4514367.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 6.0000%  | 0.0000% | $100245.00         | $16129.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $7700702.00        | $4003232.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2328%  | 0.0000% | $84906499.00       | $3252380.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4328%  | 0.0000% | $5222533.00        | $365415.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 30.3263% | 0.0000% | $3801477.00        | $2400000.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3328%  | 0.0000% | $65891400.00       | $1969467.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4328%  | 0.0000% | $5637784.00        | $332939.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $2233333.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1828%  | 0.0000% | $194427575.00      | $6255701.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1728%  | 0.0000% | $21190295.00       | $893400.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.1172%  | 0.0000% | $390644.00         | $294676.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1003.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.0028%  | 0.0000% | $168987718.00      | $4543142.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.0500%  | 0.0000% | $105185397.00      | $122772.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0200%  | 0.0000% | $26395190.00       | $11610.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 2.2328%  | 0.0000% | $237739209.00      | $15008448.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $1024.00           | $1022.79           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.8273%  | 0.0000% | $99899924.00       | $239388.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $33523223.00       | $452756.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-05-25      | 1.2078%  | 0.0000% | $100126.00         | $143.19            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2671.00           | $325.81            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-04-25      | 2.8960%  | 0.0000% | $32121.00          | $186.88            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.1822%  | 0.0000% | $15435819.00       | $153461.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $2073000.00        | $166508.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7619%  | 0.0000% | $3236533.00        | $96704.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $10100000.00       | $1139139.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3584812.00        | $325731.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3565%  | 0.0000% | $154748.00         | $879.17            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $31718171.00       | $2392348.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1003.00           | $978.48            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2744%  | 0.0000% | $1853545.00        | $8616.06           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 0.8724%  | 0.0000% | $1000004.00        | $25316.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-04-25      | 2.2183%  | 0.0000% | $8541341.00        | $439791.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1056%  | 0.0000% | $5000000.00        | $173235.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4075%  | 0.0000% | $5603305.00        | $277779.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4075%  | 0.0000% | $8095904.00        | $401348.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 3.0000%  | 0.0000% | $940317.00         | $105398.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.9033%  | 0.0000% | $75900000.00       | $1362546.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $8350.29           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $2600000.00        | $185144.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619568.00        | $196104.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $5850000.00        | $463623.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4328%  | 0.0000% | $23392768.00       | $821134.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 14.8754% | 0.0000% | $5109157.00        | $4631767.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.2000%  | 0.0000% | $17418448.00       | $77501.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4828%  | 0.0000% | $43002907.00       | $2308001.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6828%  | 0.0000% | $199989.00         | $9671.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $2172220.00        | $110589.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.0828%  | 0.0000% | $506319.00         | $16008.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 2.5000%  | 0.0000% | $26226100.00       | $4316961.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $9095456.00        | $6454206.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $38899564.00       | $27803592.38       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6828%  | 0.0000% | $269357085.00      | $12494940.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8328%  | 0.0000% | $126000000.00      | $6656405.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7828%  | 0.0000% | $70779263.00       | $3307765.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6828%  | 0.0000% | $48664800.00       | $2352735.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $2568571.00        | $209555.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.8828%  | 0.0000% | $317306.00         | $15530.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.8828%  | 0.0000% | $378272.00         | $17377.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $16806111.00       | $1446004.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $36771422.00       | $3904437.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.4500%  | 0.0000% | $25126078.00       | $171109.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.2500%  | 0.0000% | $21193628.00       | $85898.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 0.1500%  | 0.0000% | $30955165.00       | $77863.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $2256000.00        | $221066.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $354268.00         | $61638.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $570.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 3.5000%  | 0.0000% | $149920.00         | $23350.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1804.00           | $376.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 6.5470%  | 0.0000% | $6098270.00        | $21476.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $5404864.00        | $47877.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.1720%  | 0.0000% | $16043.00          | $74.30             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.9020%  | 0.0000% | $11542723.00       | $38220.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5065784.00        | $3794268.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $998.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $817.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.1460%  | 0.0000% | $11058432.00       | $11328440.82       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.8900%  | 0.0000% | $1293.00           | $0.15              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $1230.00           | $40.71             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.0000%  | 0.0000% | $11354111.00       | $444562.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 5.6770%  | 0.0000% | $3886.00           | $36.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.4200%  | 0.0000% | $3957860.00        | $97070.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 3.5000%  | 0.0000% | $1030.00           | $65.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 5.0000%  | 0.0000% | $1220.00           | $5.08              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $4910.00           | $11.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1882341.00        | $13758.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 2.5000%  | 0.0000% | $170810.00         | $7952.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.0000%  | 0.0000% | $100994.00         | $30789.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $10538303.00       | $2886875.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $1000.00           | $215.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 6.5000%  | 0.0000% | $1407216.00        | $5651.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $1008.00           | $108.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1001.00           | $16.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $5498412.00        | $849666.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1825000.00        | $1321448.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $685152.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $864.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $797.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $124683.00         | $102089.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $2970990.00        | $651934.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $880.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $355000.00         | $174495.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $836.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $1473200.00        | $854091.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1020.00           | $669.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $178966.00         | $109194.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $128073.00         | $80705.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $633.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $130040.00         | $84035.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $8573824.00        | $6577021.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57541.00          | $39928.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $2288861.00        | $1810834.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1088.00           | $739.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $81916.00          | $67958.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $613.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $932.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $3667574.00        | $2664929.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 1.8000%  | 0.0000% | $19000.00          | $18081.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1043000.00        | $224986.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $81000.00          | $19328.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $430989.00         | $74878.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $142533.00         | $73870.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $427.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $673.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $3944840.00        | $3195841.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $72902.00          | $59104.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $848.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $711.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $949.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $6003.00           | $5199.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1424361.00        | $785912.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $20652.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $1011.00           | $627.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1014.00           | $787.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $300000.00         | $229564.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $821.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2202008.00        | $1764653.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 2.5000%  | 0.0000% | $295207.00         | $79111.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 2.0000%  | 0.0000% | $195999.00         | $124499.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 4.5000%  | 0.0000% | $170301.00         | $134123.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 4.8172%  | 0.0000% | $1008.00           | $585.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $848.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $76308979.00       | $8292321.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $12001.00          | $8229.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $904860.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2414492.00        | $2453205.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1029.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $581761.00         | $424031.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1064050.00        | $1058293.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $856.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $3566060.00        | $2914221.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $6139517.00        | $5597855.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $14011.00          | $14612.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $726771.00         | $741658.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1526101.00        | $1529275.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $3130571.00        | $3106816.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3394693.00        | $3038346.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1001.00           | $1011.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1449032.00        | $1471778.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $6070973.00        | $5957640.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $440664.00         | $465277.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $41257.00          | $9376.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1001.00           | $120.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $2162824.00        | $2159483.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $263.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $896999.00         | $202145.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $3994920.00        | $995186.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.3820%  | 0.0000% | $1083996.00        | $985057.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $155601.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $230000.00         | $29814.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1038430.00        | $678090.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $674760.00         | $382577.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $586951.00         | $370692.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $589.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $499866.00         | $349389.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $728.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $435952.00         | $449595.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.5000%  | 0.0000% | $3754.00           | $1829.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $688.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $37779.00          | $36196.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $411162.00         | $253961.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $778249.00         | $773223.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2790412.00        | $2212446.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $973.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1012.00           | $992.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.9300%  | 0.0000% | $1000.00           | $1042.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 4.3700%  | 0.0000% | $1000.00           | $1006.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 4.7300%  | 0.0000% | $1000.00           | $1037.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.1200%  | 0.0000% | $2566100.00        | $2599001.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1841350.00        | $101800.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $220.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $616997.00         | $344424.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1095979.00        | $654106.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $641.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $125000.00         | $78568.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $200000.00         | $128083.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $11071.00          | $7001.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $646.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $436000.00         | $381185.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1066.00           | $785.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $694.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1945470.00        | $1299465.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $30000.00          | $23875.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $273000.00         | $195724.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $496208.00         | $366161.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $156500.00         | $113362.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $762.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $774.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $4700.00           | $2802.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $2309.00           | $1532.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $214000.00         | $185996.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $871.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4510751.00        | $4655441.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1061.00           | $859.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $6973294.00        | $5699122.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $18323.00          | $17140.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2090.00           | $2111.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $86000.00          | $69220.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $860417.00         | $891680.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $846700.00         | $335834.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $223000.00         | $125019.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $537.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1142995.00        | $570232.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $99000.00          | $33746.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $520000.00         | $303310.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 3.0000%  | 0.0000% | $1000.00           | $368.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $461.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $700000.00         | $378065.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1002.00           | $629.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $663.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $3498000.00        | $2235980.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $7380925.00        | $5799948.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $137000.00         | $93052.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $62000.00          | $49712.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $1742.00           | $1145.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $786.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $589058.00         | $443486.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $707.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $869546.00         | $653196.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $836.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1542812.00        | $1194734.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $1000.00           | $878.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $516772.00         | $414289.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $2465307.00        | $2179255.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $9059.00           | $8010.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2083104.00        | $1804042.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2737180.00        | $2754545.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1056.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.2100%  | 0.0000% | $1686187.00        | $11038.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1028.00           | $5.09              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 6.0000%  | 0.0000% | $1616936.00        | $24261.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.0000%  | 0.0000% | $1147974.00        | $4919.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $9094411.00        | $30557.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $1146988.00        | $25350.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1002.00           | $69.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 5.0000%  | 0.0000% | $1006.00           | $116.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2998930.00        | $106993.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1050.00           | $203.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1747514.00        | $183171.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $197005.00         | $17304.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $4997930.00        | $679910.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $46000.00          | $5682.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $14303524.00       | $3254161.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2262468.00        | $916583.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $450000.00         | $144616.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $5104561.00        | $2895673.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $246184.00         | $113472.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1120.00           | $762.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $244820.00         | $188610.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $90003.00          | $67131.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $325000.00         | $231099.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $693084.00         | $578691.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $34365044.00       | $23207432.43       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $394360.00         | $238363.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1003.00           | $904.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $503000.00         | $482242.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $854.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $7962.00           | $8008.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2655180.00        | $1365783.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4309680.00        | $4035734.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1114333.00        | $970245.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2936072.00        | $3006899.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $10942.00          | $10818.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $143271.00         | $145871.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $3700030.00        | $3777158.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5406551.00        | $5227903.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $708.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2459566.00        | $2472954.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3467673.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $999.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $478367.00         | $488533.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $714.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5080448.00        | $4138431.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $909.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1578394.00        | $1651535.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $88328.00          | $6791.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1024.00           | $93.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $327.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1556480.00        | $969628.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3951701.00        | $2643194.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 5.1250%  | 0.0000% | $1713171.00        | $26912.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 2.2183%  | 0.0000% | $40025797.00       | $304462.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55885806.00       | $8413.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 2.3259%  | 0.0000% | $5700576.00        | $40624.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 2.4183%  | 0.0000% | $57330752.00       | $968694.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $16881450.00       | $153466.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $732688.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $58028.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2588337.00        | $19737.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 0.1183%  | 0.0000% | $200000000.00      | $1753940.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2885%  | 0.0000% | $32092800.00       | $1530457.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 8.0244%  | 0.0000% | $444097.00         | $461928.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $40937.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8385%  | 0.0000% | $170861045.00      | $2376948.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7385%  | 0.0000% | $300000000.00      | $3009923.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $14583375.00       | $960693.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.2500%  | 0.0000% | $21213979.00       | $166061.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.5500%  | 0.0000% | $14368450.00       | $249810.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9385%  | 0.0000% | $75878534.00       | $5736797.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.3183%  | 0.0000% | $56643908.00       | $1960244.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-02-20      | 4.5000%  | 0.0000% | $19275832.00       | $27580.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.1417%  | 0.0000% | $21754923.00       | $126465.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $884641.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $100795.00         | $253.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.2336%  | 0.0000% | $78776162.00       | $607576.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $126614.00         | $13985.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1797510.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8232448.00        | $464056.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $23356444.00       | $1797446.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $32849.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $8636.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5183%  | 0.0000% | $100097.00         | $9557.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.1342%  | 0.0000% | $12259472.00       | $939386.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 1.2010%  | 0.0000% | $16752845.00       | $1256358.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $34003653.00       | $2248782.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1219.00           | $768.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.8717%  | 0.0000% | $23364456.00       | $1243271.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7868%  | 0.0000% | $1895210.00        | $117369.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.9522%  | 0.0000% | $2739021.00        | $176874.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.6085%  | 0.0000% | $100007.00         | $4591.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $35000000.00       | $20635573.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5885%  | 0.0000% | $31098064.00       | $1331908.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6185%  | 0.0000% | $24628480.00       | $1924627.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.6115%  | 0.0000% | $673667.00         | $591429.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $17488701.00       | $10652154.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8115%  | 0.0000% | $4683024.00        | $3190503.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0385%  | 0.0000% | $11292563.00       | $358245.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.3385%  | 0.0000% | $42264000.00       | $2029097.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.4385%  | 0.0000% | $24925852.00       | $1288780.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1615%  | 0.0000% | $1570.00           | $483.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7615%  | 0.0000% | $9861360.00        | $3765284.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $24698.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.7385%  | 0.0000% | $91858688.00       | $4132209.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.4385%  | 0.0000% | $23356308.00       | $1624795.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.7385%  | 0.0000% | $163228.00         | $6632.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.0385%  | 0.0000% | $9879089.00        | $429504.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9615%  | 0.0000% | $1225.00           | $620.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.6085%  | 0.0000% | $17980295.00       | $1148548.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $89423.00          | $49496.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $14690662.00       | $5665764.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0885%  | 0.0000% | $4488970.00        | $210543.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0385%  | 0.0000% | $16053600.00       | $981686.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $81365613.00       | $80684.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 31.0500% | 0.0000% | $5622380.00        | $6806162.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.8885%  | 0.0000% | $38784567.00       | $1965120.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3885%  | 0.0000% | $30599168.00       | $1418516.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.2685%  | 0.0000% | $37185299.00       | $2869061.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2385%  | 0.0000% | $95000000.00       | $2023015.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.3985%  | 0.0000% | $327978.00         | $17189.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $125330.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7585%  | 0.0000% | $67930380.00       | $3081492.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7585%  | 0.0000% | $21995403.00       | $1202147.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1385%  | 0.0000% | $14061902.00       | $1116195.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4685%  | 0.0000% | $4795457.00        | $202214.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $20122527.00       | $15972095.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.8385%  | 0.0000% | $200000000.00      | $3662828.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.4385%  | 0.0000% | $85864614.00       | $5441188.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $18161412.00       | $13204456.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1500%  | 0.0000% | $49486786.00       | $179053.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1400%  | 0.0000% | $86123910.00       | $300682.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $57010253.00       | $218169.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0900%  | 0.0000% | $84494985.00       | $184765.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $47793762.00       | $55793.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1385%  | 0.0000% | $388548379.00      | $22004056.61       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8576.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-25      | 2.2500%  | 0.0000% | $1709.00           | $1558.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $695639.00         | $88162.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $203009.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1592%  | 0.0000% | $126964917.00      | $4999704.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.6928%  | 0.0000% | $1782691.00        | $100900.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2328%  | 0.0000% | $64900000.00       | $914353.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 27.7263% | 0.0000% | $5542953.00        | $3128950.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.3628%  | 0.0000% | $149080.00         | $6699.15           | Agency Collateralized Mortgage Obligation |

### Security 181: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDQ2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDQ2_3.83_0406
- **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:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1592%  | 0.0000% | $58019200.00       | $2284716.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.6928%  | 0.0000% | $100000.00         | $5660.01           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.3328%  | 0.0000% | $15000000.00       | $650561.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.8328%  | 0.0000% | $59243969.00       | $1220074.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.2828%  | 0.0000% | $41320461.00       | $2303787.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.3628%  | 0.0000% | $20195646.00       | $907524.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4328%  | 0.0000% | $28974766.00       | $1732979.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.9172%  | 0.0000% | $1000.00           | $811.07            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4828%  | 0.0000% | $18477024.00       | $991676.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6828%  | 0.0000% | $200001.00         | $9672.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $1680792.00        | $1201351.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7828%  | 0.0000% | $100223.00         | $4683.77           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 4.6172%  | 0.0000% | $1000.00           | $962.41            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.8828%  | 0.0000% | $260256.00         | $11956.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $5153152.00        | $443379.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $397000.00         | $10732.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $4114726.00        | $328186.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730614.00        | $181121.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $85.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1517162.00        | $181371.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.2580%  | 0.0000% | $7001078.00        | $618519.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1019.00           | $581.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $31657.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $248237.00         | $19678.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $5741.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $205.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $111000.00         | $24505.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $1799000.00        | $267441.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $244603.00         | $29381.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $579237.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $115484.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $207.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $498538.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $130250.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $179.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.0000%  | 0.0000% | $204143.00         | $14431.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.8540%  | 0.0000% | $10000000.00       | $105024.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792615.00        | $61465.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $997754.00         | $5557.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $69986.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590601.00        | $54312.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.6520%  | 0.0000% | $5093886.00        | $79736.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.3650%  | 0.0000% | $1322239.00        | $6013.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.8150%  | 0.0000% | $68017058.00       | $170448.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $230292.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1072.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $146566.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $817.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $842168.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $194000.00         | $206629.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1026.00           | $871.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $9603300.00        | $8700902.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1012.00           | $989.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1044.00           | $1065.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $829.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $892.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $781.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1831733.00        | $1856610.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $420484.00         | $351792.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4540.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $200750.00         | $209338.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1033801.00        | $1049520.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814819.00         | $772129.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1010.00           | $955.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1727439.00        | $1498945.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $95466.00          | $90638.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $911.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $777.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $981.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $810574.00         | $833555.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $42576.00          | $44608.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2079.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $6903.00           | $7165.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $5994.00           | $6090.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1076.00           | $1096.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1019.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $866.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $981671.00         | $1017002.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1002.00           | $222.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2424.00           | $550.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $20000.00          | $5895.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4480%  | 0.0000% | $398000.00         | $29871.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $362.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $447.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $256529.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1186750.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $2918555.00        | $2679254.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $330713.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $5550000.00        | $1057073.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $286.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $30000.00          | $6283.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.5330%  | 0.0000% | $115000.00         | $20603.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $616000.00         | $57350.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8410%  | 0.0000% | $11629352.00       | $8865217.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2475072.00        | $2312869.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.3820%  | 0.0000% | $683718.00         | $621313.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1001.00           | $160.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $148997.00         | $63694.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $594.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $692463.00         | $394472.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $28699.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $589.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $579128.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $164296.00         | $154702.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $954.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1008.00           | $688.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $740.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1010.00           | $687.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $759.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3073000.00        | $1947709.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $613.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $839.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 3.0000%  | 0.0000% | $1017.00           | $827.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $784.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $537.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $287444.00         | $228745.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578157.00        | $1297183.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1014.00           | $854.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $986.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1005.00           | $183.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $192994.00         | $25648.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $1010.00           | $279.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $320.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $382.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $697003.00         | $250977.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $213.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $537.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $214623.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $148000.00         | $68095.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $493.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2008.00           | $1153.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1165.00           | $537.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $172000.00         | $71370.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $2021.00           | $1084.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $29784.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $628.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1008.00           | $626.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $61514.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1403.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $631.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $707.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $753.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1430106.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $645.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $689.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $488890.00         | $356047.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $109884.00         | $76721.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $716.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $319524.00         | $246266.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1002.00           | $786.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $330832.00         | $266439.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $7039040.00        | $5534500.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $813.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $15464.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38859.00          | $29195.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $4008000.00        | $2964346.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1286735.00        | $996431.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $819.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1001.00           | $814.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $94042.00          | $75403.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $167254.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $889.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1400139.00        | $1409021.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $861.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1056.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.9760%  | 0.0000% | $1500000.00        | $23901.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 5.8280%  | 0.0000% | $1500000.00        | $10680.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $39774.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $1037.00           | $5.46              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063281.00        | $43614.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $1000.00           | $17.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $543491.00         | $10170.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5000%  | 0.0000% | $1005.00           | $23.01             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $228485.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1003.00           | $86.38             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $11670.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1073419.00        | $112514.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $128.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259324479.00      | $19202422.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2937650.00        | $1715475.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1151491.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $401329.00         | $247148.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $118.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $228835.00         | $38700.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494012.00         | $66868.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $34083.00          | $5989.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $293.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1045000.00        | $517381.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $16015.00          | $7207.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $62994.00          | $23786.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $687.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $625.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $502475.00         | $338647.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104005.00         | $72529.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $800483.00         | $570146.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $647.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $768.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $11371.00          | $8710.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $630.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $922.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $5754537.00        | $3994562.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1040.00           | $938.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1047570.00        | $1029373.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $936.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $765585.00         | $654315.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $830.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $142533.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1197004.00        | $1155329.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $9946.00           | $10387.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $988.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $714.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $2008.00           | $1784.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $767.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $977740.00         | $912056.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1037.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-15      | 3.5000%  | 0.0000% | $499998.00         | $20789.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2974569.00        | $23705.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $1001.00           | $64.98             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-09-20      | 5.3750%  | 0.0000% | $1000.00           | $53.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 6.5000%  | 0.0000% | $1000.00           | $93.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $2048.00           | $186.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1024.00           | $93.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-25      | 4.4328%  | 0.0000% | $12909032.00       | $903231.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899016.00       | $109315.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4328%  | 0.0000% | $6766906.00        | $399619.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 4.9672%  | 0.0000% | $10381798.00       | $7432390.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.2328%  | 0.0000% | $50515583.00       | $1901440.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1728%  | 0.0000% | $6059984.00        | $255493.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.1172%  | 0.0000% | $5300502.00        | $3998360.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 3.3328%  | 0.0000% | $10455000.00       | $731795.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 5.5000%  | 0.0000% | $322158.00         | $22774.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.8773%  | 0.0000% | $200830.00         | $1891.96           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 2.3080%  | 0.0000% | $113880121.00      | $396251.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 2.1610%  | 0.0000% | $119267492.00      | $427650.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 2.3413%  | 0.0000% | $33816211.00       | $138075.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 2.3273%  | 0.0000% | $224463006.00      | $3842836.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.1822%  | 0.0000% | $114250767.00      | $1135867.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4524479.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $975.56            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2744%  | 0.0000% | $51143486.00       | $237736.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1056%  | 0.0000% | $3619537.00        | $125406.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11631.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $947101.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $21574916.00       | $1615126.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $260615.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.1542%  | 0.0000% | $15166632.00       | $177032.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $122236.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $14067028.00       | $2513889.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11735.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $220.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1296000.00        | $334569.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $417.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $4617000.00        | $1949343.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $380.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $1007.00           | $528.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $87883.00          | $48462.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $50000.00          | $27357.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $627.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $6569010.00        | $4003777.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $683.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $421000.00         | $326262.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $719.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $737.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $721.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $757.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $733.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1500173.00        | $1281468.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $837700.00         | $499585.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $871.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $924.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $870.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1625860.00        | $1352106.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $147714.00         | $144242.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1018.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1060.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1018970.00        | $999597.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1263392.00        | $1237938.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 7.0000%  | 0.0000% | $286840.00         | $302273.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 5.1300%  | 0.0000% | $4980000.00        | $5300886.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $295000.00         | $51864.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $664781.00         | $131787.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4014367.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $3594999.00        | $564411.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $54206653.00       | $12986595.06       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $491.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $470638.00         | $69264.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1000.00           | $198.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $1000.00           | $628.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1024.00           | $712.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $732.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1012.00           | $625.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1024.00           | $637.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $689.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $730.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1024.00           | $753.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $1024.00           | $742.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1120.00           | $835.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $730.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $2000.00           | $1517.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1000.00           | $493.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $490.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $577.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $580.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1024.00           | $804.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $102457.00         | $78304.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $170.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $1010.00           | $361.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $980.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1008.00           | $770.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1087.00           | $968.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $998.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1088.00           | $1094.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $931.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $3854336.00        | $3149541.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $970.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $994.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1024.00           | $1038.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 5.1250%  | 0.0000% | $27160.00          | $84.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $2261918.00        | $8623.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-02-15      | 4.5000%  | 0.0000% | $1000.00           | $938.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-12-16      | 1.7759%  | 0.0000% | $32895914.00       | $340364.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1212.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.3183%  | 0.0000% | $25777777.00       | $415355.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $164488.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 8.0244%  | 0.0000% | $8562631.00        | $8906444.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.3183%  | 0.0000% | $3160500.00        | $109373.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.1417%  | 0.0000% | $200001.00         | $1162.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.7183%  | 0.0000% | $187684679.00      | $1756614.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $51917.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8117898.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $47031620.00       | $2651132.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82790772.00       | $19832.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $1939867.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $25401941.00       | $1867001.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3658930.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 1.0344%  | 0.0000% | $40176915.00       | $2592138.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.1342%  | 0.0000% | $22208484.00       | $1701732.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.7916%  | 0.0000% | $11613932.00       | $713906.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7850%  | 0.0000% | $22155930.00       | $1560943.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7868%  | 0.0000% | $42106880.00       | $2607652.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296000.00         | $214970.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $788.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $316790.00         | $294493.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $539.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $1968649.00        | $1538508.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $46328.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $556.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $179750.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $776.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $3367748.00        | $2180700.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $6080535.00        | $4390185.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $22389.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $239206.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $801.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 5.5000%  | 0.0000% | $20000.00          | $12649.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $689500.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.7183%  | 0.0000% | $2489105.00        | $21007.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $97752813.00       | $10622573.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.2683%  | 0.0000% | $32564675.00       | $308727.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 2.5250%  | 0.0000% | $329136.00         | $2708.47           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.1363%  | 0.0000% | $119344842.00      | $656486.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-25      | 2.0943%  | 0.0000% | $12691312.00       | $101250.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.8577%  | 0.0000% | $21158243.00       | $168451.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $20706496.00       | $945816.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976644.00        | $139698.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11073.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $441713.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $16550446.00       | $1481570.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8299%  | 0.0000% | $475897.00         | $18129.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.3168%  | 0.0000% | $100070.00         | $1939.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4684511.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $10831627.00       | $479958.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.2948%  | 0.0000% | $178492945.00      | $3920555.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.2541%  | 0.0000% | $137608095.00      | $3727143.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 2.0371%  | 0.0000% | $75671140.00       | $2236888.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $110353.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $999996.00         | $101124.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1680065.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3328%  | 0.0000% | $3740620.00        | $174574.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.5410%  | 0.0000% | $81654.00          | $59851.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.2430%  | 0.0000% | $1000.00           | $929.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2087111.00        | $28176.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.3450%  | 0.0000% | $2000000.00        | $37262.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.0000%  | 0.0000% | $1110.00           | $85.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.5000%  | 0.0000% | $1000.00           | $48.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1006.00           | $7.35              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $53711.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 3.5000%  | 0.0000% | $297722.00         | $62865.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11959.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 6.0000%  | 0.0000% | $1500000.00        | $6502.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.5000%  | 0.0000% | $900000.00         | $61490.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $224751.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.0000%  | 0.0000% | $1001.00           | $190.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4106.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $1892.00           | $1.38              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 5.5000%  | 0.0000% | $1001.00           | $8.55              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $3012.00           | $323.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $1001.00           | $116.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $188.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $174.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3365194.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 2.0000%  | 0.0000% | $1008.00           | $756.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $454484.00         | $293538.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1294000.00        | $634254.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $8993.00           | $6763.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $783.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $4909.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $784.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $1361952.00        | $1075267.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $664.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $868.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $790.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $404029.00         | $320695.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.0000%  | 0.0000% | $1024.00           | $889.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $83770.00          | $29771.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1549782.00        | $659697.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $27697.00          | $11984.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $545.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $470.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $1014.00           | $626.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $4310979.00        | $2408068.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2145332.00        | $1415306.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $630.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1266.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $638.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $87074.00          | $66362.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $10999.00          | $8856.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $820.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $155356.00         | $132521.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $787.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $686.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $90755.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $535.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $5456600.00        | $4441603.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $978676.00         | $809393.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $389997.00         | $63523.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $95000.00          | $32613.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1036.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $546.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $64731.00          | $40747.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $647.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $64774.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $692.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2074-09-20      | 1.0301%  | 0.0000% | $800000.00         | $56295.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 1.0542%  | 0.0000% | $3298304.00        | $230764.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 2.2259%  | 0.0000% | $14413505.00       | $817691.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10073418.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7615%  | 0.0000% | $4523158.00        | $3278371.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5885%  | 0.0000% | $31397774.00       | $1127425.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5415%  | 0.0000% | $17872691.00       | $11589008.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.6615%  | 0.0000% | $43246364.00       | $16587867.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $9219234.00        | $4815906.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $4472807.00        | $3208764.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $14882046.00       | $9064472.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6615%  | 0.0000% | $5260945.00        | $2054757.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0385%  | 0.0000% | $38507419.00       | $1221609.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6815%  | 0.0000% | $738051.00         | $565166.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.5000%  | 0.0000% | $837630.00         | $837473.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.0385%  | 0.0000% | $29900000.00       | $1297185.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.4385%  | 0.0000% | $36986426.00       | $1912367.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7385%  | 0.0000% | $129859.00         | $4199.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 3.3385%  | 0.0000% | $30417196.00       | $1770711.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1615%  | 0.0000% | $41175469.00       | $12675748.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893204.00       | $7558.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.3885%  | 0.0000% | $5404417.00        | $174633.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9115%  | 0.0000% | $879524.00         | $371930.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.8385%  | 0.0000% | $49500000.00       | $2216750.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $91035.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8615%  | 0.0000% | $11882221.00       | $4554027.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $47522899.00       | $36426.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9615%  | 0.0000% | $1024.00           | $518.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7615%  | 0.0000% | $10143699.00       | $7505867.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.6085%  | 0.0000% | $4791883.00        | $306096.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7715%  | 0.0000% | $236013.00         | $145415.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1032549.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $469466.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0385%  | 0.0000% | $83086956.00       | $5080814.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0171%  | 0.0000% | $145040096.00      | $74303.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 31.0500% | 0.0000% | $3619287.00        | $4381321.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.8885%  | 0.0000% | $89433426.00       | $4531376.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.3985%  | 0.0000% | $199330220.00      | $10447006.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7585%  | 0.0000% | $21198823.00       | $961631.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7585%  | 0.0000% | $80729794.00       | $4412244.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.2885%  | 0.0000% | $870033.00         | $17117.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.6385%  | 0.0000% | $56099317.00       | $1230854.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 2.1885%  | 0.0000% | $51807801.00       | $1161269.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1385%  | 0.0000% | $10938098.00       | $868236.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4685%  | 0.0000% | $44392407.00       | $1871931.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $6832607.00        | $5423327.39        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $382.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-04-15      | 1.6250%  | 0.0000% | $1000.00           | $1043.76           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-07-15      | 1.8750%  | 0.0000% | $5208000.00        | $5366274.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1014.65           | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2029-11-15      | N/A      | 0.0000% | $0.34              | $0.30              | U.S. Treasuries (including strips)        |

### Security 182: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BM183, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BM183_3.87_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $2376.00           | $2470.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $119884.00         | $84834.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $2708504.00        | $2912620.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1000.00           | $922.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $208576671.00      | $99999999.82       | Agency Mortgage-Backed Securities |

### Security 183: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BM1K6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BM1K6_3.87_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $140472564.00      | $75995118.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $51330720.00       | $27004881.64       | Agency Mortgage-Backed Securities |

### Security 184: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1BNYQ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BNYQ5_3.66_0306
- **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):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $172343200.00      | $178740493.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $7500.00           | $7815.70           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $83500.00          | $86380.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $1600.00           | $1695.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $4265700.00        | $4399369.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $216661100.00      | $224764153.29      | U.S. Treasuries (including strips) |

### Security 185: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.700000%
- **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: ARP1BQEX5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BQEX5_3.70_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $28155.00          | $17602.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $4145480.00        | $3464847.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $12695000.00       | $10254610.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2106620.00        | $2206944.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3845892.00        | $4034482.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3189984.00        | $3214211.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1331882.00        | $1374493.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-11-20      | 6.3520%  | 0.0000% | $2113744.00        | $2227494.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1637046.00        | $1699910.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3441152.00        | $3561535.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $382694.00         | $393829.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $23299808.00       | $24420340.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1220596.00        | $1264227.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.0000%  | 0.0000% | $91263872.00       | $91767008.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $179478016.00      | $171533434.38      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $110969856.00      | $107662992.36      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $84097280.00       | $85319213.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $557013.00         | $582820.39         | Agency Mortgage-Backed Securities |

### Security 186: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1BU4S8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BU4S8_3.67_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-08-15      | 2.2500%  | 0.0000% | $90775700.00       | $89232863.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $34746400.00       | $34913290.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 3.8750%  | 0.0000% | $1735600.00        | $1749641.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 3.7819%  | 0.0000% | $34200.00          | $34339.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.6250%  | 0.0000% | $222970700.00      | $227415590.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-08-15      | 6.3750%  | 0.0000% | $129591300.00      | $135164796.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 0.3750%  | 0.0000% | $500.00            | $661.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 2.2500%  | 0.0000% | $21860300.00       | $21488759.20       | U.S. Treasuries (including strips) |

### Security 187: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BU6Q0_3.74_0306
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2044-11-15      | 4.6250%  | 0.0000% | $75000200.00       | $76336500.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-31      | 4.1250%  | 0.0000% | $1802000.00        | $1880136.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 4.0000%  | 0.0000% | $376100.00         | $379239.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $103621200.00      | $107260888.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $35744864.09       | $18143235.14       | U.S. Treasuries (including strips) |

### Security 188: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.700000%
- **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: ARP1BVCR9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BVCR9_3.70_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1070.00           | $1011.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1131.00           | $1060.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.48           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-06-18      | N/A      | 0.0000% | $309300.00         | $305988.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2027-08-15      | 6.3750%  | 0.0000% | $108600.00         | $113298.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2029-02-15      | 5.2500%  | 0.0000% | $67000.00          | $70674.50          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $104.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-03-01      | 2.5000%  | 0.0000% | $1000.00           | $133.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $733.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $745.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $994.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1012.00           | $1056.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.24           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2036-02-15      | 4.5000%  | 0.0000% | $118000.00         | $123864.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2038-02-15      | 4.3750%  | 0.0000% | $297000.00         | $306220.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-02-15      | 3.5000%  | 0.0000% | $579900.00         | $541892.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $670000.00         | $685353.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-02-15      | 4.6250%  | 0.0000% | $23222000.00       | $24075504.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 4.3750%  | 0.0000% | $8000.00           | $8159.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 3.8750%  | 0.0000% | $133500.00         | $127122.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 3.7500%  | 0.0000% | $3775000.00        | $3504419.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $34300.00          | $28769.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 2.7500%  | 0.0000% | $25340800.00       | $20223772.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 3.7500%  | 0.0000% | $100000.00         | $91453.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 3.6250%  | 0.0000% | $330000.00         | $292944.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $25875000.00       | $22321098.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 2.5000%  | 0.0000% | $352800.00         | $259134.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 3.0000%  | 0.0000% | $125000.00         | $100586.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $301100.00         | $217784.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-05-15      | 2.5000%  | 0.0000% | $1900000.00        | $1381334.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $26414000.00       | $18081726.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 3.0000%  | 0.0000% | $8751900.00        | $6841530.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-05-15      | 3.0000%  | 0.0000% | $100000.00         | $78684.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-08-15      | 2.7500%  | 0.0000% | $25000000.00       | $18553940.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $3005800.00        | $2394128.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $2645000.00        | $2193480.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $3201000.00        | $2449611.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-11-15      | 2.7500%  | 0.0000% | $43144100.00       | $32230262.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-02-15      | 3.0000%  | 0.0000% | $25000000.00       | $19321911.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-08-15      | 2.2500%  | 0.0000% | $9100.00           | $5945.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $2019000.00        | $1236104.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $7975000.00        | $4023612.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $1320000.00        | $857685.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $3300000.00        | $1826677.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $40923000.00       | $29548310.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-08-15      | 2.0000%  | 0.0000% | $38733800.00       | $23191823.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $14412000.00       | $10588145.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.2500%  | 0.0000% | $32500.00          | $28230.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $3382700.00        | $2522284.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $1457600.00        | $1271264.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $19479000.00       | $17729001.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $27005900.00       | $25780202.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $1494500.00        | $1472215.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $6600000.00        | $6797441.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 4.7500%  | 0.0000% | $2115000.00        | $2205971.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $1314000.00        | $1232882.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $98000.00          | $98985.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-08-15      | 4.2500%  | 0.0000% | $10511000.00       | $9861071.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $199200.00         | $203701.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-02-15      | 4.6250%  | 0.0000% | $4103100.00        | $4097918.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $4008400.00        | $4133756.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $10020000.00       | $10736226.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $9970000.00        | $10166983.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $6118200.00        | $6187979.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $4636400.00        | $4728554.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $25026000.00       | $25486021.60       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $177.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $186.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $205.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $951.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $214401600.00      | $118978976.12      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $13159920.00       | $9309538.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $988.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-11-01      | 6.5000%  | 0.0000% | $1000.00           | $22.32             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $19.65             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-09-01      | 3.0000%  | 0.0000% | $1001.00           | $109.47            | Agency Mortgage-Backed Securities  |

### Security 189: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZET4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BZET4_3.74_0306
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $223000.00         | $150419.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $14466000.00       | $7732944.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $9151000.00        | $4163778.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2755700.00        | $1124962.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $800.00            | $322.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $31001600.00       | $11255626.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $2993100.00        | $1070883.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $2200.00           | $1152.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $38413800.00       | $10401496.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $219606100.00      | $57765408.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $1030400.00        | $1026384.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $64.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $140653200.00      | $123755290.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-31      | 4.2500%  | 0.0000% | $29503100.00       | $30368717.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $20474330.34       | $15685097.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $15.62             | $11.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $42385860.67       | $30241506.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $0.45              | $0.33              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $111218235.50      | $80320808.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $21.10             | $20.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $41.09             | $39.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $860.16            | $746.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $27476343.67       | $10810100.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $92.13             | $43.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2.56              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $57061010.73       | $22124151.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $51.69             | $19.79             | U.S. Treasuries (including strips) |

### Security 190: Natixis SA

- **C.1 - Title:** Natixis SA 3.790000%
- **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: ARP1C0719, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1C0719_3.79_0422
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1032.00           | $303.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $1016.00           | $803.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $1116.00           | $1106.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.3580%  | 0.0000% | $1046.00           | $27.76             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $2910.00           | $1971.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1070.00           | $1036.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1052.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $994.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1034.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $2199.00           | $2200.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1009.00           | $1035.75           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-03-19      | N/A      | 0.0000% | $1200.00           | $1197.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-02      | N/A      | 0.0000% | $1200.00           | $1195.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-05-15      | N/A      | 0.0000% | $600.00            | $255.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-02-15      | 4.6250%  | 0.0000% | $194000.00         | $200240.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $2314900.00        | $1833439.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $19313000.00       | $15934115.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $39200.00          | $19641.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $54.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $690700.00         | $703006.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $102.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 2.3750%  | 0.0000% | $900.00            | $904.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $88.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-30      | 4.3750%  | 0.0000% | $8903500.00        | $9210520.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-15      | 4.5000%  | 0.0000% | $800.00            | $821.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.5000%  | 0.0000% | $41298300.00       | $41885647.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-10-31      | 4.1250%  | 0.0000% | $27929500.00       | $28953760.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-01-31      | 4.3750%  | 0.0000% | $3106900.00        | $3229073.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $11600.00          | $11706.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $181.56            | $160.55            | U.S. Treasuries (including strips) |

### Security 191: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0VK0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C0VK0_3.71_0306
- **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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2026-04-30      | 2.3750%  | 0.0000% | $20763000.00       | $20875728.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-03-31      | 4.1250%  | 0.0000% | $118706000.00      | $122976878.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-11-15      | N/A      | 0.0000% | $77608137.69       | $60147393.22       | U.S. Treasuries (including strips) |

### Security 192: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5QQ2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1C5QQ2_3.87_0430
- **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:** 3.8700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $129729100.00      | $29388013.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $125749285.00      | $29073869.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $195800385.00      | $29846978.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $201952552.00      | $29625738.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $54008717.00       | $28655196.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $108955365.00      | $29199322.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $257548608.00      | $28780241.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $41509691.00       | $5177453.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $193358505.00      | $29828608.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249753048.00      | $28657696.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249786610.00      | $29925528.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $200960043.00      | $24407918.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249861253.00      | $30304586.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249722422.00      | $28832275.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $425180102.00      | $30296570.10       | Agency Mortgage-Backed Securities |

### Security 193: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.800000%
- **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: ARP1C9XV5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1C9XV5_3.80_0306
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $304884807.00      | $270613122.90      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $17095152.00       | $15111709.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $391335348.00      | $359973760.61      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $94700.00          | $81522.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.1250%  | 0.0000% | $105911700.00      | $88537193.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-08-15      | 2.2500%  | 0.0000% | $4390400.00        | $2868375.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $171377100.00      | $94863824.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $1950000.00        | $1407990.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $147249000.00      | $108180257.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $83818000.00       | $84631226.31       | U.S. Treasuries (including strips) |

### Security 194: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CA246, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1CA246_3.87_0504
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $220871667.00      | $37165550.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $434940304.00      | $62422839.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $46323427.00       | $3411609.44        | Agency Mortgage-Backed Securities |

### Security 195: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.840000%
- **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: ARP1CEWK9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CEWK9_3.84_0505
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $43190073.00       | $26900793.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $466967135.00      | $223882724.73      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $4890.00           | $5083.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $246680.00         | $174559.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $5573198.00        | $5993202.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1000.00           | $922.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $517435.00         | $542713.90         | Agency Mortgage-Backed Securities |

### Security 196: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CGXZ0, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1CGXZ0_3.83_0506
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $103576490.00      | $43811145.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $803676573.00      | $59188854.58       | Agency Mortgage-Backed Securities |

### Security 197: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CJUF1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CJUF1_3.83_0511
- **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:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $10514546.00       | $8520913.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $4617672.00        | $4857323.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3281753.00        | $3400899.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1549834.00        | $197762.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1106268.00        | $716216.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $30257420.00       | $30265462.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4521745.00        | $4073047.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1754648.00        | $1819805.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2246293.00        | $1151654.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $3477743.00        | $3631071.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $2853925.00        | $3063354.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $2450600.00        | $1596577.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1732716.00        | $1873031.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1191626.00        | $1289210.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1151101.00        | $144410.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2318372.00        | $1744696.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1048207.00        | $1037097.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1058727.00        | $439549.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $581016.00         | $320362.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1471621.00        | $1087989.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1962901.00        | $1782447.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $2460839.00        | $2276112.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1178097.00        | $1266504.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1387520.00        | $1539401.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $14526594.00       | $9255138.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $29309382.00       | $24620206.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $42115000.00       | $32933766.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1975430.00        | $831105.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 2.5000%  | 0.0000% | $15954516.00       | $12333704.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $11425463.00       | $8976657.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $4551513.00        | $2221361.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $10103775.00       | $4999874.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1032284.00        | $1114600.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $9263244.00        | $1570522.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1151580.00        | $956481.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $839813.00         | $881518.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1000.00           | $846.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $240232.00         | $162204.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1677379.00        | $1426216.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $4226196.00        | $3785566.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $7201311.00        | $7605442.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1194519.00        | $1234656.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1517402.00        | $1324902.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1931120.00        | $641106.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2674157.00        | $2153042.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $3703780.00        | $3327680.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $3419290.00        | $3448148.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2617857.00        | $2074672.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $32958.00          | $25674.89          | Agency Mortgage-Backed Securities |

### Security 198: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1CJVH6, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CJVH6_3.77_0306
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $66043629.00       | $54093314.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $79265001.00       | $64082732.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 4.0000%  | 0.0000% | $70354714.00       | $52785228.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $225031449.00      | $62960232.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $97385000.00       | $73825712.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $73850000.00       | $55988333.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $55645372.00       | $48318749.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $78900000.00       | $77181387.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $74571716.00       | $60845026.96       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-05-21      | N/A      | 0.0000% | $593200.00         | $588477.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $63142100.00       | $41881725.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $2160500.00        | $1587266.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $37147200.00       | $34853985.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 4.8750%  | 0.0000% | $21100700.00       | $21980198.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $67711300.00       | $68368254.48       | U.S. Treasuries (including strips) |

### Security 199: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **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: ARP1CLEN7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CLEN7_3.82_0513
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $3942835.00        | $2889828.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $142979503.00      | $78521380.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $460413.00         | $141817.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1117278.00        | $402543.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $25710381.00       | $14901104.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 2.5000%  | 0.0000% | $2178193.00        | $1660209.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 3.0000%  | 0.0000% | $7343646.00        | $5109658.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $846.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $19566.00          | $16626.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $705796.00         | $570836.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $272161.00         | $200683.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $11654062.00       | $10091795.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1105521.00        | $538386.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $545568.00         | $458025.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2051018.00        | $2065501.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1315864.00        | $1358932.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1316711.00        | $521066.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $386579.00         | $119691.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $5070424.00        | $2349725.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $5032724.00        | $2838842.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071873.00        | $982825.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071236.00        | $577581.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1444505.00        | $1171082.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $112983.00         | $85493.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $247617.00         | $254077.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $5295135.00        | $3434482.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1460868.00        | $832564.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1085217.00        | $1101010.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1082187.00        | $474881.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $237201.00         | $79753.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $584008.00         | $140916.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1775411.00        | $1809705.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $2164588.00        | $1707277.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1219592.00        | $636034.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $871220.00         | $415103.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $593113.00         | $636529.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1329301.00        | $458232.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1086172.00        | $137286.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1742185.00        | $194500.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1280599.00        | $954151.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $3264759.00        | $993512.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2683331.00        | $1730962.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $3370443.00        | $1969991.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $922927.00         | $628445.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1234072.00        | $1059408.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $213445.00         | $55711.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1308020.00        | $417372.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1517368.00        | $1044920.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $909040.00         | $127763.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $5551000.00        | $4242439.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $7972205.00        | $1776853.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 2.5000%  | 0.0000% | $621650.00         | $408437.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 3.5000%  | 0.0000% | $18746776.00       | $13559915.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1177392.00        | $986097.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1033556.00        | $549721.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1344765.00        | $1184993.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1128435.00        | $763426.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $8735123.00        | $5510830.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $35964373.00       | $23857520.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $800000.00         | $602894.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $8862495.00        | $5021477.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $25886009.00       | $19543978.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $10136890.00       | $8050704.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $91819.00          | $81792.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $2328440.00        | $2019910.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $4823067.00        | $4615917.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $1894374.00        | $1887789.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2837586.00        | $1766822.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $5249733.00        | $3209337.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4202142.00        | $2095660.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $3054177.00        | $2249425.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2085011.00        | $1342534.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2367462.00        | $2008837.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1687338.00        | $566118.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1023947.00        | $727477.83         | Agency Mortgage-Backed Securities |

### Security 200: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNAQ0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CNAQ0_3.77_0306
- **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:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2031-10-31      | 4.1250%  | 0.0000% | $1371900.00        | $1426260.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-15      | 3.8750%  | 0.0000% | $1029300.00        | $1048220.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-09-30      | 3.6250%  | 0.0000% | $154797300.00      | $157841417.79      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.3750%  | 0.0000% | $233651100.00      | $235396254.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $10.33             | $6.87              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $11.70             | $5.09              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-11-27      | N/A      | 0.0000% | $385900.00         | $376056.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-02      | N/A      | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $11313200.00       | $11911606.65       | U.S. Treasuries (including strips) |

### Security 201: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.840000%
- **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: ARP1CS833, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CS833_3.84_0520
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1211855.00        | $1129136.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $12778214.00       | $8618907.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $124172296.00      | $45859552.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 2.5000%  | 0.0000% | $773524.00         | $570106.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $4984029.00        | $4123789.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $2582641.00        | $2116140.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $191513.00         | $144096.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1805032.00        | $1885409.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $299040.00         | $256280.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1151362.00        | $794508.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1341471.00        | $1062377.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1345679.00        | $1206680.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $97960.00          | $99187.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1578549.00        | $1387110.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1061948.00        | $906092.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1209755.00        | $945047.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1238916.00        | $978640.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $185661.00         | $151050.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $375220.00         | $283708.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $3275705.00        | $1717344.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $13204.00          | $7464.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $2504154.00        | $1590160.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1485865.00        | $1182208.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $490.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $8776540.00        | $8723694.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $5410169.00        | $4811237.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $116043.00         | $86267.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2307032.00        | $2204569.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $2477886.00        | $1860684.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1977652.00        | $1813227.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1108956.00        | $1185942.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $2453881.00        | $1749625.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $237465.00         | $119750.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1355565.00        | $1123332.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $199513.00         | $153603.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1141932.00        | $1182113.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1262167.00        | $725756.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1090678.00        | $244701.15         | Agency Mortgage-Backed Securities |

### Security 202: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **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: ARP1CV1N9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CV1N9_3.82_0521
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $4866.00           | $2470.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $3968064.00        | $2911991.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $192484635.00      | $99999999.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $270378.00         | $84833.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $705.18            | Agency Mortgage-Backed Securities |

### Security 203: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1D0HB5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D0HB5_3.77_0528
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $370792.00         | $341031.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $20994287.00       | $13076221.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $794386.00         | $380860.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $7537581.00        | $7616426.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1033408.00        | $502074.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $4277083.00        | $3513609.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $2992939.00        | $2885351.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $14715510.00       | $13951711.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $442026.00         | $428086.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1056554.00        | $823120.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1134444.00        | $839429.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $15705726.00       | $16433456.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2617964.00        | $1816533.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1268180.00        | $1003330.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1386310.00        | $856935.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1329071.00        | $1176952.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1107699.00        | $999406.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1097151.00        | $935401.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1174026.00        | $1060217.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1200089.00        | $1114778.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $6643695.00        | $5630910.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $5777561.00        | $4393973.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $6496837.00        | $6589843.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $18097208.00       | $16618910.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $9869.00           | $10351.14          | Agency Mortgage-Backed Securities |

### Security 204: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D2GZ9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1D2GZ9_3.78_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $9307437.00        | $4997591.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $768401419.00      | $76539748.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $50741129.00       | $21462660.05       | Agency Mortgage-Backed Securities |

### Security 205: Natixis SA

- **C.1 - Title:** Natixis SA 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D4HQ4, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D4HQ4_3.76_0601
- **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:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $103.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 4.2500%  | 0.0000% | $11942500.00       | $12171179.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 4.1250%  | 0.0000% | $200.00            | $201.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $19180800.00       | $19461857.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-10-15      | 1.1250%  | 0.0000% | $500.00            | $503.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $16868900.00       | $16946771.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 4.8750%  | 0.0000% | $24677500.00       | $25955018.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-30      | 4.3750%  | 0.0000% | $28303200.00       | $29279182.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $11250300.00       | $11737242.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $24998700.00       | $25335509.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 3.0000%  | 0.0000% | $898600.00         | $698518.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $1000.00           | $748.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 0.2500%  | 0.0000% | $1300.00           | $984.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $2996500.00        | $1965668.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $16134300.00       | $12292127.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $500.00            | $466.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $102.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $28795200.00       | $28396072.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 2.3750%  | 0.0000% | $700.00            | $703.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $1651900.00        | $1646911.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-15      | 2.0000%  | 0.0000% | $386000.00         | $383785.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 2.3750%  | 0.0000% | $1900.00           | $1886.91           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-15      | 0.6250%  | 0.0000% | $1000.00           | $888.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $95.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 0.7500%  | 0.0000% | $200.00            | $200.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $188.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $2036000.00        | $2056662.70        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $688.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1228.00           | $831.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.9450%  | 0.0000% | $1000.00           | $1051.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1950.00           | $1951.36           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2037-02-15      | 4.7500%  | 0.0000% | $1000.00           | $1064.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $15483600.00       | $15657820.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $300.00            | $299.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 3.6250%  | 0.0000% | $1600.00           | $1413.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $80.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $800.00            | $575.28            | U.S. Treasuries (including strips) |

### Security 206: Natixis SA

- **C.1 - Title:** Natixis SA 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: ARP1D5H99, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D5H99_3.74_0602
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2028-02-25      | 3.7500%  | 0.0000% | $10000.00          | $9998.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $688.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $1000.00           | $991.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.3580%  | 0.0000% | $1734.00           | $46.01             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1644.00           | $1113.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 4.4650%  | 0.0000% | $1000.00           | $1015.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1330.00           | $1330.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1102.00           | $1022.77           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-02      | N/A      | 0.0000% | $1600.00           | $1594.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2037-02-15      | 4.7500%  | 0.0000% | $21219900.00       | $22579513.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-02-15      | 4.6250%  | 0.0000% | $4067100.00        | $4197931.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $200.00            | $169.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 3.0000%  | 0.0000% | $2999700.00        | $2386686.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 0.8750%  | 0.0000% | $27043800.00       | $27147012.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $79.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $73.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-31      | 1.1250%  | 0.0000% | $11999800.00       | $11402257.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $95.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $2795800.00        | $2687294.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $784400.00         | $785816.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-15      | 3.8750%  | 0.0000% | $4704100.00        | $4800541.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $300.00            | $309.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-09-30      | 3.8750%  | 0.0000% | $18000.00          | $18411.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $20503900.00       | $20708671.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $0.86              | $0.76              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $16707300.00       | $16475721.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 2.6250%  | 0.0000% | $1300.00           | $1270.46           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 2.3750%  | 0.0000% | $290400.00         | $291976.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 1.8750%  | 0.0000% | $24119700.00       | $23970844.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-15      | 0.6250%  | 0.0000% | $34937600.00       | $30740238.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-15      | 0.8750%  | 0.0000% | $17650000.00       | $15641073.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $9581900.00        | $9209462.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 1.2500%  | 0.0000% | $900.00            | $862.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 0.7500%  | 0.0000% | $10999200.00       | $10934753.39       | U.S. Treasuries (including strips) |

### Security 207: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1D9N37, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9N37_3.74_0608
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $242301.00         | $226064.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $409392754.00      | $165716423.44      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $21582.00          | $20108.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $304894.00         | $239063.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $5505153.00        | $3704783.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1221605.00        | $697014.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1089674.00        | $812075.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $226367.00         | $153606.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $310215.00         | $118208.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $270000.00         | $241884.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $706582.00         | $570754.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $35142786.00       | $23703816.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1869379.00        | $690402.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 3.5000%  | 0.0000% | $199980.00         | $158518.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $79411.00          | $25219.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $896.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7082440.00        | $7203493.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1669950.00        | $1717665.08        | Agency Mortgage-Backed Securities |

### Security 208: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1D9NS2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9NS2_3.74_0608
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $244704277.00      | $182640769.41      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $31991663.00       | $24299408.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50601904.00       | $39474949.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $627148.00         | $274575.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $132356.00         | $62105.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $88945.00          | $92390.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $4588019.00        | $3931986.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $10517.00          | $2691.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1017.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1144302.00        | $646884.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1407644.00        | $690097.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $5138949.00        | $2211979.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $4411990.00        | $3171144.08        | Agency Mortgage-Backed Securities |

### Security 209: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DBDN9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1DBDN9_3.75_0610
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $176198843.00      | $32358637.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $301636374.00      | $30886894.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $48641533.00       | $5907834.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249773693.00      | $30832159.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249814934.00      | $30929838.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249517645.00      | $31726590.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $243297865.00      | $31067571.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $136316097.00      | $31086030.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $252493986.00      | $32166006.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $214986311.00      | $30776017.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $387605.00         | $96124.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $59809710.00       | $30464498.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $62566879.00       | $32127112.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $299428881.00      | $30688845.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $201586632.00      | $30885838.25       | Agency Mortgage-Backed Securities |

### Security 210: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.590000%
- **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: ARP1DCPA2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1DCPA2_3.59_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $592.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1277957.00        | $1190612.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $18314770.00       | $4056929.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $401.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $578.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $775000.00         | $492761.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $864.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $608.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $986.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $724.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $834.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $7365563.00        | $1749889.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $94298100.00       | $35515022.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $75114496.00       | $36704730.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2049.00           | $978.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $1201.00           | $602.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1026.00           | $519.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $545.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $24759010.00       | $10456158.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $48320.00          | $25192.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $11245419.00       | $3350840.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $11366207.00       | $7884089.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $24102019.00       | $17127977.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $7608196.00        | $6399787.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $22665856.00       | $4289797.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $43856824.00       | $4164830.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $28263712.00       | $4268422.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.0000%  | 0.0000% | $12780666.00       | $2945559.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $26143428.00       | $5732531.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $21211328.00       | $4424577.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $8173120.00        | $3542963.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $3119298.00        | $2863333.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $149795.00         | $118850.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $3846214.00        | $3424136.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $584491.00         | $457569.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $905538.00         | $674283.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $3172775.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $4894472.00        | $3387420.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $5334736.00        | $3472240.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $6613845.00        | $5275979.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $7474682.00        | $5724790.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $5985192.00        | $4370852.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $4758363.00        | $3343887.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1120.00           | $821.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3813293.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $5041568.00        | $4406113.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $6736452.00        | $5624183.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 2.0000%  | 0.0000% | $4000.00           | $1910.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $6422082.00        | $5321077.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $5488864.00        | $4078881.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $7653847.00        | $5516761.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $10012304.00       | $5898083.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $5637053.00        | $4051895.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11474701.00       | $10099373.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $779.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $6469753.00        | $5899720.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4561400.00        | $4701736.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $6489270.00        | $1630982.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3514055.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3603675.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $21888290.00       | $3153593.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $8000.00           | $6299.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $599983.00         | $590709.54         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-06-09      | N/A      | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $107633875.00      | $58875856.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $103225498.00      | $58418926.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $463.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $223898861.00      | $124201616.64      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $580.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $53548.00          | $30769.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $550000.00         | $323362.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $418999.00         | $279423.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 4.5000%  | 0.0000% | $50615.00          | $27456.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $817.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $6868944.00        | $5437919.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $828.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $763.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1600.00           | $1336.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $618.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2016.00           | $1750.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $969.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5226601.00        | $4620191.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $237315.00         | $243507.36         | Agency Mortgage-Backed Securities  |

### Security 211: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.720000%
- **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: ARP1DFTL7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1DFTL7_3.72_0612
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $123973630.00      | $23972105.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $174995568.00      | $46624541.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $175732564.00      | $46001210.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $4306410.00        | $789495.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $312135863.00      | $47263109.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $98251569.00       | $46757067.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $363463730.00      | $46092469.76       | Agency Mortgage-Backed Securities |

### Security 212: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.540000%
- **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: ARP1DLDG2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1DLDG2_3.54_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2318300.00        | $2405120.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1060.00           | $1025.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5070392.00        | $5456609.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $2988808.00        | $3146831.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2321896.00        | $2422059.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $3448686.00        | $3485477.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $987.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $5052752.00        | $5075185.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $968.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $988.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $991.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1546000.00        | $1607327.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $6959872.00        | $7006826.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1066.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2018.00           | $2034.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $43003.00          | $9884.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $227.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $99.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $1000.00           | $258.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $239.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $453.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $422.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1053.00           | $766.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $16851916.00       | $2537074.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $142.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $88.37             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 4.0000%  | 0.0000% | $1001.00           | $189.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $5908590.00        | $1213925.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $207000.00         | $46085.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $267.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1781271.00        | $1659525.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $91.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $1639000.00        | $393530.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $416.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $160485.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $634.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $700000.00         | $398765.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $563.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $889.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $945.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $728.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $2051.00           | $1553.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1031496.00        | $854791.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1002.00           | $970.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1588.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $777.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 7.0000%  | 0.0000% | $70574.00          | $46183.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $473.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $955272.00         | $226950.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2264.00           | $507.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $240.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $390.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $422.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $839.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $507.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $524.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $5987611.00        | $2528671.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $55202866.00       | $31241236.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $80590099.00       | $44705098.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $3133.00           | $1731.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $433561.00         | $266177.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $617.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1042.00           | $784.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2025.00           | $1765.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $186919.00         | $147581.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $749.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $10588729.00       | $8155479.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $765.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $832.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $199000.00         | $163008.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $818.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $833.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $785.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $793.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $14256.00          | $11907.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1654.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1868.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $926.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $554.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $962.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $950.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $917.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $991.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $5888115.00        | $6196973.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1014.00           | $1003.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $905.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $1024672.00        | $382756.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $93000.00          | $89412.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $770.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1694136.00        | $1693650.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1682681.00        | $1350949.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $612951.00         | $627136.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1365257.00        | $1034022.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $693.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1667854.00        | $1304333.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $553480.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1710401.00        | $1677253.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $808.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $816.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $972.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1159493.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1309106.00        | $1313328.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1908710.00        | $1248523.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1378688.00        | $1421391.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $529018.00         | $499026.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $949.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1294250.00        | $1253113.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1028468.00        | $1029801.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $400807.00         | $419480.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $339112.00         | $335720.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $287366.00         | $280739.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $845.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $998.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $587.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1055.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $448730.00         | $410795.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $616.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $951.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1634471.00        | $1670982.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4096.00           | $3976.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2605028.00        | $2693941.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $2001.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1170914.00        | $1179036.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1413843.00        | $1451257.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $10711733.00       | $11071528.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1005.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2002270.00        | $1877544.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1731794.00        | $1588516.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1580192.00        | $1622840.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1130750.00        | $1161296.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $915.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2863511.00        | $2906181.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $937.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $9102924.00        | $9327985.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $10510103.00       | $8752170.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2079.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1012.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1037.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $11766165.00       | $12073184.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $644.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1031.00           | $681.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $412.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $644.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1615393.00        | $1200962.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-25      | 6.5000%  | 0.0000% | $1024.00           | $847.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2786751.00        | $2743678.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1716282.00        | $1733243.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1025.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $988.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.0000%  | 0.0000% | $1000.00           | $156.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $9447388.00        | $459328.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $86.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $73.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $354.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $1000.00           | $519.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $104.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1044.00           | $797.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $15616344.00       | $12143793.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $810.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $574879.00         | $528808.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1000.00           | $756.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $745.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $733535.00         | $663308.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $983.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $964.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $765.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $83141280.00       | $74691633.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $14279115.00       | $12213424.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1007.00           | $914.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $989.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $953.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $82582990.00       | $77654260.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 3.5000%  | 0.0000% | $6421.00           | $677.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $370.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $248.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $150396.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 3.0000%  | 0.0000% | $1524.00           | $14.25             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $224.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $43412.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 3.0000%  | 0.0000% | $1000.00           | $152.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $48.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $595081.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $2810.00           | $496.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $110674.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $1482.00           | $182.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $1141559.00        | $118755.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1008.00           | $230.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $109082.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $27831.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $707.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 4.5000%  | 0.0000% | $1000.00           | $612.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $879.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1077.00           | $770.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $98910.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $1004589.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $842.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $850.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1032.00           | $908.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $715.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $894.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $859.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $803.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $336.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $844.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $783930.00         | $660459.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1883512.00        | $1767059.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $685.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $246856.00         | $195861.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $689.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $134412.00         | $124697.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $6264832.00        | $5577338.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $2187064.00        | $1712145.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1561.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2246528.00        | $1841579.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $2071109.00        | $1542192.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $2499762.00        | $2079289.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $15495395.00       | $1944573.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $603.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1445810.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $11465704.00       | $2782266.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 4.5000%  | 0.0000% | $3033.00           | $169.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2193001.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $325.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 3.5000%  | 0.0000% | $8300000.00        | $1947952.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $12375022.00       | $1491690.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $13978278.00       | $1644421.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $12582844.00       | $2010828.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $344.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1453117.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $3891963.00        | $2204825.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $295.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-05-01      | 8.5000%  | 0.0000% | $100000.00         | $2099.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $581.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $769956.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $614962.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $531291.00         | $310162.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $4310937.00        | $2325755.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1759255.00        | $1296267.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $2127717.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $1874141.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $143811.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3401331.00        | $2485099.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2386266.00        | $1842295.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $19376.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1807822.00        | $1469600.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $558148.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3037716.00        | $1959282.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $802885.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3708745.00        | $2646383.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $505.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $1730129.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1162435.00        | $862259.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $828189.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $648000.00         | $554752.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1380875.00        | $1002211.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $3751222.00        | $2290535.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $1008.00           | $720.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $469720.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $76488.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $87897.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $357789.00         | $291199.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $2622429.00        | $2106798.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $237794.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $240088.00         | $186488.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $3424473.00        | $2713639.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $982452.00         | $755850.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $1979864.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $1940725.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3162565.00        | $2171446.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2761609.00        | $2642721.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $699000.00         | $668177.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1386.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $808.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $462761.00         | $309080.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $483.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $438.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $711.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2264306.00        | $1802278.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.5000%  | 0.0000% | $150366.00         | $90243.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2277040.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $81991.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $795.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 6.0000%  | 0.0000% | $48579.00          | $24551.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $65092.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 4.0000%  | 0.0000% | $1000.00           | $421.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-05-01      | 2.0000%  | 0.0000% | $1000.00           | $54.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $782.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1850964.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $3573120.00        | $2828741.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $673170.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $2168164.00        | $1671913.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1916.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $665.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 5.5000%  | 0.0000% | $1623107.00        | $10707.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 6.5000%  | 0.0000% | $1018.00           | $4.69              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 5.5000%  | 0.0000% | $10970595.00       | $27609.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $768.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 3.5000%  | 0.0000% | $1008.00           | $59.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 4.0000%  | 0.0000% | $15791352.00       | $2291984.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.5000%  | 0.0000% | $6500000.00        | $529952.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $186.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $178.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $179983272.00      | $13510349.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $13466608.00       | $1093729.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-01      | 3.5000%  | 0.0000% | $2989.00           | $54.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $2518292.00        | $462044.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $878.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3075420.00        | $514436.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $3193908.00        | $726630.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $99.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1440184.00        | $270132.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $3014.00           | $227.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $114050.00         | $25066.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $630720.00         | $165148.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $46687.00          | $9415.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $126375.00         | $26155.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $2038330.00        | $462820.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $600010.00         | $172096.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $7720400.00        | $489588.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $954915.00         | $152471.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $1862.00           | $13.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $780744.00         | $769736.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $653792.00         | $567242.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1163292.00        | $944836.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $212597.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1106659.00        | $1136996.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1434020.00        | $1075792.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $282416.00         | $235632.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $920.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1913.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1547622.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $333.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $291278.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $1713670.00        | $14508.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $125714.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $492.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $6554.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $352568.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $55519.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $349141.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1704.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 4.0000%  | 0.0000% | $1000.00           | $128.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $1024.00           | $76.38             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $132.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1107500.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $33713.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 7.5000%  | 0.0000% | $8572677.00        | $32671.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-09-01      | 2.5000%  | 0.0000% | $29999000.00       | $518974.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $36807.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 4.5000%  | 0.0000% | $47212731.00       | $36018.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $1436.00           | $24.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $18873.00          | $652.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $42627.00          | $537.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $187889.00         | $2403.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $52201.00          | $883.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1015.00           | $912.27            | Agency Mortgage-Backed Securities |

### Security 213: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DPBQ3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DPBQ3_3.75_0306
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $71999982.00       | $951345.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $37247719.00       | $2779610.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5183%  | 0.0000% | $7559000.00        | $641487.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $5032720.00        | $200216.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4207916.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $62613460.00       | $6445211.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $7053603.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $191853621.00      | $2239440.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $95377161.00       | $9713195.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $31370483.00       | $3926076.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.5000%  | 0.0000% | $11597408.00       | $1043555.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $127866666.00      | $14937651.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055571.00       | $7624444.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $119489000.00      | $8508434.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $14841590.00       | $1145277.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5183%  | 0.0000% | $181212457.00      | $26034182.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.3183%  | 0.0000% | $98555246.00       | $13046997.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.2683%  | 0.0000% | $77721551.00       | $9716725.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | N/A      | 0.0000% | $3500000.00        | $2069563.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $124997861.00      | $96131.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-25      | N/A      | 0.0000% | $6560900.00        | $5813062.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $767927000.00      | $4785175.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $62265384.00       | $429769.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $1011328000.00     | $4442430.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $253227996.00      | $1198837.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $1017100000.00     | $4648422.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $923565.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $884019.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.0000%  | 0.0000% | $17402676.00       | $1533434.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $917267.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1093291.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $100000000.00      | $8420472.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.5000%  | 0.0000% | $28251840.00       | $84451.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-25      | 4.5000%  | 0.0000% | $68383547.00       | $2013532.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 2.2183%  | 0.0000% | $31112500.00       | $1465223.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 2.2183%  | 0.0000% | $12825500.00       | $723434.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.5000%  | 0.0000% | $13915215.00       | $1282321.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $73551778.00       | $9522365.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $107041666.00      | $10823772.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | N/A      | 0.0000% | $141714000.00      | $575043.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4328%  | 0.0000% | $75000000.00       | $2476561.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.5828%  | 0.0000% | $55425000.00       | $1480898.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4328%  | 0.0000% | $72319325.00       | $3515714.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7328%  | 0.0000% | $200018224.00      | $5496206.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.1828%  | 0.0000% | $52913000.00       | $2486552.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.6828%  | 0.0000% | $44087837.00       | $2921922.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 2.3328%  | 0.0000% | $139195380.00      | $6247398.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.3328%  | 0.0000% | $73000000.00       | $1332443.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.3328%  | 0.0000% | $158021918.00      | $3898442.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.5828%  | 0.0000% | $241325752.00      | $8935527.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-01-25      | 1.9828%  | 0.0000% | $120000000.00      | $6360854.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.0806%  | 0.0000% | $3257000.00        | $61828.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 2.8147%  | 0.0000% | $2268000.00        | $56379.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.7362%  | 0.0000% | $2893000.00        | $362970.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-15      | 0.5918%  | 0.0000% | $174000000.00      | $2517957.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $21222181.00       | $2289162.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.6328%  | 0.0000% | $17850000.00       | $2031800.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6259%  | 0.0000% | $655000.00         | $70939.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.5000%  | 0.0000% | $107082581.00      | $8409458.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6191%  | 0.0000% | $786000.00         | $86072.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $34512153.00       | $2751625.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.2683%  | 0.0000% | $13211617.00       | $466003.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 2.3683%  | 0.0000% | $99019090.00       | $5368008.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.3183%  | 0.0000% | $8900000.00        | $939772.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.5000%  | 0.0000% | $19357142.00       | $2312227.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.8673%  | 0.0000% | $13478000.00       | $1508672.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $79857336.00       | $5514387.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 3.0000%  | 0.0000% | $111364000.00      | $11504487.54       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 1.6328%  | 0.0000% | $60739852.00       | $3904010.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.6828%  | 0.0000% | $63461538.00       | $3089211.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.5328%  | 0.0000% | $100096.00         | $2738.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.8028%  | 0.0000% | $62302519.00       | $2427014.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 4.0000%  | 0.0000% | $16086759.00       | $2770253.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4328%  | 0.0000% | $45841134.00       | $4141260.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3628%  | 0.0000% | $74631276.00       | $3334658.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.4828%  | 0.0000% | $129447859.00      | $11266490.56       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0328%  | 0.0000% | $174753955.00      | $3557301.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8828%  | 0.0000% | $118341176.00      | $2162895.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.4328%  | 0.0000% | $15000000.00       | $273035.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.3828%  | 0.0000% | $200000000.00      | $3546275.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 5.0000%  | 0.0000% | $598000.00         | $621994.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.2328%  | 0.0000% | $8740989.00        | $580574.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.2828%  | 0.0000% | $202044975.00      | $6915759.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.5828%  | 0.0000% | $204158667.00      | $6988767.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 1.4328%  | 0.0000% | $150000000.00      | $4045140.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 2.1828%  | 0.0000% | $68201552.00       | $4807473.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | N/A      | 0.0000% | $45957448.00       | $32514266.32       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.1328%  | 0.0000% | $136000000.00      | $9160767.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.3828%  | 0.0000% | $140000000.00      | $6820645.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4328%  | 0.0000% | $61553285.00       | $5869979.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $163635200.00      | $100483.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158553.00       | $896721.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $63393712.00       | $6782349.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $378591.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $488002.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1675902.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1812378.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2489070.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $15000000.00       | $1554340.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $37404308.00       | $5651923.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $9638609.00        | $1283019.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $1601141.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $22092521.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $12611383.00       | $1336364.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $2698352.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $118394156.00      | $12606824.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $4549625.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $3973565.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $7583778.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3451348.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $3627335.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25496981.00       | $4868761.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $1024.00           | $999.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $529946.00         | $542734.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $7998657.00        | $5495979.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-20      | 2.3183%  | 0.0000% | $72589000.00       | $676181.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2515%  | 0.0000% | $65000000.00       | $268257.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3183%  | 0.0000% | $20708448.00       | $144582.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.7858%  | 0.0000% | $74900000.00       | $339840.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 2.3183%  | 0.0000% | $28666666.00       | $642124.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $8370000.00        | $314545.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.8176%  | 0.0000% | $93000000.00       | $2802549.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8021%  | 0.0000% | $154905000.00      | $8016334.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7472%  | 0.0000% | $130450000.00      | $7429588.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9308%  | 0.0000% | $55000000.00       | $3636101.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 0.8549%  | 0.0000% | $119993468.00      | $7831094.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.8065%  | 0.0000% | $253401703.00      | $18096910.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 0.9312%  | 0.0000% | $49590410.00       | $3943364.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.9475%  | 0.0000% | $96176688.00       | $7783990.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $125000000.00      | $8570116.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5385%  | 0.0000% | $212000000.00      | $9477510.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4885%  | 0.0000% | $200000000.00      | $8179561.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $27997321.00       | $20736967.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.7385%  | 0.0000% | $71492130.00       | $6792019.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4885%  | 0.0000% | $102572408.00      | $4145892.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.8385%  | 0.0000% | $50435334.00       | $5082993.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1885%  | 0.0000% | $35920941.00       | $2798528.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.6385%  | 0.0000% | $130000000.00      | $6115381.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2385%  | 0.0000% | $100000000.00      | $5373020.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5285%  | 0.0000% | $4000000.00        | $153830.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2685%  | 0.0000% | $7400000.00        | $399232.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.9580%  | 0.0000% | $59697850.00       | $4795863.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.2885%  | 0.0000% | $5000000.00        | $199419.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6385%  | 0.0000% | $90000000.00       | $3788793.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.0885%  | 0.0000% | $263000000.00      | $9437938.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5515339.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5004401.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $8775562.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 0.3955%  | 0.0000% | $138116787.00      | $573481.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2683%  | 0.0000% | $96961925.00       | $4914752.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.2683%  | 0.0000% | $190928873.00      | $5044495.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4183%  | 0.0000% | $75209809.00       | $4639396.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $21377446.00       | $1346469.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4183%  | 0.0000% | $49592185.00       | $2946210.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $113088094.00      | $7975806.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6332104.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5183%  | 0.0000% | $27818181.00       | $2210727.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0575%  | 0.0000% | $105000000.00      | $3759890.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2885%  | 0.0000% | $2000000000.00     | $17524754.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0885%  | 0.0000% | $100000000.00      | $3467947.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $217700948.00      | $21027991.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $67063215.00       | $7348028.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $118467431.00      | $19901398.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $30536165.00       | $5058242.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5183%  | 0.0000% | $41928822.00       | $6105508.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $133375001.00      | $373181.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $4813496.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $49999997.00       | $151904.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $75000000.00       | $102321.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $79678754.00       | $6249873.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $72963714.00       | $6538284.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $111124000.00      | $310901.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $200000000.00      | $10197396.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $55000000.00       | $3303030.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $6286201.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $250000000.00      | $475029.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $199999999.00      | $21894.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $49999996.00       | $26228.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 2.3183%  | 0.0000% | $50920532.00       | $4189220.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.5885%  | 0.0000% | $118277135.00      | $3568634.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3301572.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.7385%  | 0.0000% | $85000000.00       | $2364971.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $79204044.00       | $11942734.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7385%  | 0.0000% | $66658000.00       | $2987808.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5885%  | 0.0000% | $5170476.00        | $610992.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.2383%  | 0.0000% | $50308129.00       | $4686774.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2683%  | 0.0000% | $87954727.00       | $8432087.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 2.2683%  | 0.0000% | $97582703.00       | $9242969.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.2683%  | 0.0000% | $113975590.00      | $11171599.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.2683%  | 0.0000% | $109490422.00      | $10485930.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5885%  | 0.0000% | $21391519.00       | $2479621.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $21179037.00       | $3453880.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7185%  | 0.0000% | $80000000.00       | $3488203.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.8385%  | 0.0000% | $100000000.00      | $2310784.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3385%  | 0.0000% | $42880594.00       | $1438229.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.6885%  | 0.0000% | $100000000.00      | $3188938.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.1885%  | 0.0000% | $50000000.00       | $1018880.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5385%  | 0.0000% | $19318398.00       | $2285548.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5885%  | 0.0000% | $50000000.00       | $786078.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $5452645.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2683%  | 0.0000% | $73151725.00       | $7381039.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $107857312.00      | $18257532.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.3385%  | 0.0000% | $56217753.00       | $3539815.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3385%  | 0.0000% | $75000000.00       | $4014637.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.7385%  | 0.0000% | $100500000.00      | $2895497.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.2985%  | 0.0000% | $60000000.00       | $3538980.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.5385%  | 0.0000% | $50000000.00       | $2351729.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.1385%  | 0.0000% | $66146366.00       | $3307973.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6385%  | 0.0000% | $100000000.00      | $8888374.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.8885%  | 0.0000% | $32974035.00       | $2169960.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5885%  | 0.0000% | $300000000.00      | $5251136.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $43659442.00       | $9215268.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3385%  | 0.0000% | $27900000.00       | $869192.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-16      | 0.2500%  | 0.0000% | $9246477.00        | $280515.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8148%  | 0.0000% | $146021930.00      | $11323770.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2885%  | 0.0000% | $100000000.00      | $5065591.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8385%  | 0.0000% | $17214656.00       | $729407.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.2683%  | 0.0000% | $173153683.00      | $19287890.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5683%  | 0.0000% | $54503825.00       | $6562214.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.8933%  | 0.0000% | $20369416.00       | $2781848.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2683%  | 0.0000% | $93915748.00       | $10132063.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2683%  | 0.0000% | $44500075.00       | $4564952.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3585%  | 0.0000% | $84347826.00       | $6586321.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5385%  | 0.0000% | $268702694.00      | $8135145.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0385%  | 0.0000% | $100000000.00      | $4059852.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3885%  | 0.0000% | $75000000.00       | $4441630.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0385%  | 0.0000% | $66820527.00       | $6342805.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0385%  | 0.0000% | $50000000.00       | $1534600.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8385%  | 0.0000% | $200000000.00      | $3926889.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3885%  | 0.0000% | $132025496.00      | $4665343.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.2385%  | 0.0000% | $130000000.00      | $3310980.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7385%  | 0.0000% | $100000000.00      | $2337499.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.9885%  | 0.0000% | $36513000.00       | $2605756.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6185%  | 0.0000% | $236831240.00      | $4897765.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2635%  | 0.0000% | $200000000.00      | $12282476.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2385%  | 0.0000% | $267283678.00      | $19860539.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6185%  | 0.0000% | $134577295.00      | $5119395.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6885%  | 0.0000% | $93000000.00       | $5118525.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 3.4385%  | 0.0000% | $25601895.00       | $1895836.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $20314497.00       | $2853791.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 3.5385%  | 0.0000% | $91390760.00       | $6579128.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2585%  | 0.0000% | $499999994.00      | $5362168.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7885%  | 0.0000% | $170000000.00      | $9507057.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9385%  | 0.0000% | $136289332.00      | $8918943.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.4385%  | 0.0000% | $250000000.00      | $3334764.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 1.7885%  | 0.0000% | $61892328.00       | $3112494.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.0185%  | 0.0000% | $111224594.00      | $7098440.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.6885%  | 0.0000% | $120000000.00      | $2046210.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 1.3785%  | 0.0000% | $354945910.00      | $16937722.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.4385%  | 0.0000% | $130000000.00      | $13119750.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $34398000.00       | $6328789.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2683%  | 0.0000% | $63892230.00       | $7547591.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5385%  | 0.0000% | $378246575.00      | $9812073.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $7498800.00        | $986450.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0785%  | 0.0000% | $100000000.00      | $3585578.50        | Agency Collateralized Mortgage Obligation |

### Security 214: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DVZC5, C.3 - LEI: N/A, C.5 - Other ID: ARP1DVZC5_3.64_0701
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible 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:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $393245200.00      | $408000006.23      | U.S. Treasuries (including strips) |

### Security 215: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1E2ET4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E2ET4_3.67_0306
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2027-08-15      | 6.3750%  | 0.0000% | $869800.00         | $907208.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $294.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $179700.00         | $172348.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $17700.00          | $17785.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $109234000.00      | $110722126.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $850329500.00      | $861913783.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $45362100.00       | $46266387.20       | U.S. Treasuries (including strips) |

### Security 216: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZS1, C.3 - LEI: N/A, C.5 - Other ID: ARP1E3ZS1_3.67_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible 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:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $78084600.00       | $79719142.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $174459600.00      | $175280861.36      | U.S. Treasuries (including strips) |

### Security 217: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E3ZT9_3.68_0713
- **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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $535189.00         | $565223.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1655408.00        | $1766376.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1926047.00        | $1542265.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1181101.00        | $1214416.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1499606.00        | $1299555.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1961405.00        | $2067420.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $7290079.00        | $4898510.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $54850151.00       | $36179341.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $62691972.00       | $38939900.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $17511880.00       | $14304596.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $208557449.00      | $103205099.19      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $830.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $18380.00          | $16463.67          | Agency Mortgage-Backed Securities |

### Security 218: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.500000%
- **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: ARP1E41M9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1E41M9_3.50_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2039-11-15      | 4.3750%  | 0.0000% | $14200.00          | $14525.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 3.6250%  | 0.0000% | $850000.00         | $754553.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 3.1250%  | 0.0000% | $1000000.00        | $819740.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 2.5000%  | 0.0000% | $25434500.00       | $18681836.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $8221100.00        | $5976890.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-08-15      | 3.0000%  | 0.0000% | $24646900.00       | $18953946.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $320174600.00      | $164979824.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $4791100.00        | $2652058.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $71389000.00       | $48178385.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-11-15      | 4.0000%  | 0.0000% | $475600.00         | $432871.96         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2056-02-13      | 5.5000%  | 0.0000% | $92403424.00       | $95464585.14       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond               | 2031-02-15      | 5.3750%  | 0.0000% | $1035100.00        | $1122051.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2038-02-15      | 4.3750%  | 0.0000% | $98000.00          | $101042.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2038-05-15      | 4.5000%  | 0.0000% | $49700.00          | $52315.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $934800.00         | $920861.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $594100.00         | $557424.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 4.6250%  | 0.0000% | $28537200.00       | $29243789.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $1000000.00        | $998737.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $119858500.00      | $121021401.60      | U.S. Treasuries (including strips) |

### Security 219: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.800000%
- **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: ARP1E6S86, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S86_3.80_0529
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2044-07-20      | 0.1274%  | 0.0000% | $149854464.00      | $257141.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5183%  | 0.0000% | $130398720.00      | $9307429.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $14072.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 0.0725%  | 0.0000% | $247779328.00      | $227004.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 0.1500%  | 0.0000% | $11689408.00       | $27342.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.3183%  | 0.0000% | $44539776.00       | $1206235.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $11835.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $317333.00         | $22512.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9792%  | 0.0000% | $180000000.00      | $11521150.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $237500000.00      | $14593798.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $4640000.00        | $108067.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2610433.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4615%  | 0.0000% | $2685000.00        | $2143752.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.3885%  | 0.0000% | $175000000.00      | $14004005.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $43999999.00       | $45918586.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $998564.00         | $1027621.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.3385%  | 0.0000% | $67652480.00       | $3449924.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $99999744.00       | $42799.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9829%  | 0.0000% | $267966000.00      | $17029009.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.9183%  | 0.0000% | $15961824.00       | $447300.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 2.2183%  | 0.0000% | $52222912.00       | $319766.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 2.3683%  | 0.0000% | $16516512.00       | $468993.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | N/A      | 0.0000% | $59862656.00       | $3566081.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.8683%  | 0.0000% | $8333328.00        | $134181.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 2.4259%  | 0.0000% | $315000000.00      | $2472979.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.7683%  | 0.0000% | $18889000.00       | $137155.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 2.4183%  | 0.0000% | $27092256.00       | $180875.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 6.0000%  | 0.0000% | $35697088.00       | $584095.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-16      | 3.5000%  | 0.0000% | $9836140.00        | $13673125.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 2.1142%  | 0.0000% | $17885152.00       | $68041.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $501739.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 2.4183%  | 0.0000% | $41322624.00       | $233213.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1385%  | 0.0000% | $76260080.00       | $3895946.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 2.2385%  | 0.0000% | $120000000.00      | $1993186.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $113201.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $26400640.00       | $82418.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.5385%  | 0.0000% | $87638272.00       | $7582108.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $10021411.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3173%  | 0.0000% | $225298000.00      | $6356298.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.7183%  | 0.0000% | $74642304.00       | $967702.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $144902000.00      | $17647245.11       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | N/A      | 0.0000% | $99790000.00       | $261923.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1627430.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4836000.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 5.5000%  | 0.0000% | $19067200.00       | $21739756.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $2079692.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1000%  | 0.0000% | $12000000.00       | $36950.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7301%  | 0.0000% | $143884288.00      | $18482.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.5000%  | 0.0000% | $51633600.00       | $56446882.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $9520496.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-20      | 4.5000%  | 0.0000% | $59146240.00       | $7054.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $4306627.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2553%  | 0.0000% | $114393088.00      | $100818.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 4.5000%  | 0.0000% | $31853696.00       | $29936681.64       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.1328%  | 0.0000% | $180000000.00      | $8874199.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 2.7983%  | 0.0000% | $122239232.00      | $577571.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7851%  | 0.0000% | $195346432.00      | $102172.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-16      | 1.6649%  | 0.0000% | $89997312.00       | $86254.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $844231.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $218063872.00      | $915282.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7450%  | 0.0000% | $297500000.00      | $11660490.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8746%  | 0.0000% | $662500000.00      | $35856599.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9402%  | 0.0000% | $24278016.00       | $1542337.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9143%  | 0.0000% | $475000000.00      | $23912743.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1319601.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0533%  | 0.0000% | $17500000.00       | $1171046.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7973%  | 0.0000% | $30000000.00       | $1597672.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $35712064.00       | $322419.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8734%  | 0.0000% | $450000000.00      | $22728238.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $16368380.00       | $31390.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $68829.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4267751.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $1162039.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 2.0000%  | 0.0000% | $2255144.00        | $1352012.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | N/A      | 0.0000% | $27994304.00       | $73752.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-25      | 1.8915%  | 0.0000% | $16038000.00       | $1070296.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-25      | 0.2835%  | 0.0000% | $63927424.00       | $85598.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1454737.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 0.0918%  | 0.0000% | $57123264.00       | $134321.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8385%  | 0.0000% | $400000000.00      | $6234288.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $659488.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 2.5385%  | 0.0000% | $55087872.00       | $5337641.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1385%  | 0.0000% | $41441984.00       | $2260131.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $2920676.00        | $2943907.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5885%  | 0.0000% | $139000000.00      | $7298296.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $23797.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $10472144.00       | $9557936.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $27826208.00       | $26386827.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1369623.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $6970992.00        | $6711345.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.8885%  | 0.0000% | $81741952.00       | $6717366.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.5385%  | 0.0000% | $100000000.00      | $3643571.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.7385%  | 0.0000% | $59192448.00       | $3160711.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.5385%  | 0.0000% | $187500000.00      | $16780478.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 0.1000%  | 0.0000% | $123290368.00      | $183037.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 0.5385%  | 0.0000% | $70797696.00       | $1277934.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $235741184.00      | $230212.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0385%  | 0.0000% | $166000000.00      | $5334685.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2683%  | 0.0000% | $56361920.00       | $1311579.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9492%  | 0.0000% | $252959000.00      | $15791253.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $842541.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $84082688.00       | $10390.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9661%  | 0.0000% | $300000000.00      | $17471028.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $7000000.00        | $177978.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 2.2683%  | 0.0000% | $19844544.00       | $111797.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 5.0000%  | 0.0000% | $6256250.00        | $19083.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $1820153.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 3.5000%  | 0.0000% | $11267984.00       | $15575729.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | N/A      | 0.0000% | $44593200.00       | $31942109.16       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $237713664.00      | $777138.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $879779.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | N/A      | 0.0000% | $42024000.00       | $32712574.22       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | N/A      | 0.0000% | $40810000.00       | $33147391.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.8885%  | 0.0000% | $30000000.00       | $1014219.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.0685%  | 0.0000% | $70000000.00       | $2828436.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.2385%  | 0.0000% | $10000000.00       | $274550.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1385%  | 0.0000% | $50466480.00       | $2652286.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0385%  | 0.0000% | $30000000.00       | $1324813.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.0385%  | 0.0000% | $89176832.00       | $4746395.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $128999424.00      | $117448.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2458%  | 0.0000% | $195172351.00      | $1463461.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7326%  | 0.0000% | $133131008.00      | $3868809.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5372%  | 0.0000% | $118446336.00      | $1489926.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4885%  | 0.0000% | $157692160.00      | $4384868.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $64723.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-06-25      | 4.0000%  | 0.0000% | $2967500.00        | $5445.71           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0412%  | 0.0000% | $274989056.00      | $69743.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 2.3183%  | 0.0000% | $33000000.00       | $346628.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $6172777.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | N/A      | 0.0000% | $46303168.00       | $1387150.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 3.0385%  | 0.0000% | $120330000.00      | $6751687.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.7828%  | 0.0000% | $15000000.00       | $333910.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.0328%  | 0.0000% | $50000000.00       | $1147641.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $11770.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.0000%  | 0.0000% | $7805960.00        | $8049349.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 1.3828%  | 0.0000% | $160028928.00      | $7427480.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.4328%  | 0.0000% | $150202112.00      | $7921748.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 2.2328%  | 0.0000% | $161878528.00      | $8464100.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.2828%  | 0.0000% | $52993792.00       | $2975007.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.1328%  | 0.0000% | $28636512.00       | $785033.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7885%  | 0.0000% | $80000000.00       | $2963721.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $598901.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $47916800.00       | $49618801.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.4885%  | 0.0000% | $44680080.00       | $1741015.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3885%  | 0.0000% | $102250624.00      | $3203802.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9385%  | 0.0000% | $70000000.00       | $1311229.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6828%  | 0.0000% | $73228160.00       | $4316049.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24282062.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $41689.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $39204508.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $3942394.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 0.0898%  | 0.0000% | $484990936.00      | $233504.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 6.0000%  | 0.0000% | $18688928.00       | $538576.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 2.3683%  | 0.0000% | $7500000.00        | $214378.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.4183%  | 0.0000% | $93654400.00       | $1597131.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $845915.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 0.3227%  | 0.0000% | $132816128.00      | $212484.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 2.3183%  | 0.0000% | $54672000.00       | $1766288.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-15      | 4.0000%  | 0.0000% | $3088000.00        | $4067056.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 2.2273%  | 0.0000% | $3000000.00        | $38153.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-25      | 2.0754%  | 0.0000% | $25142000.00       | $252197.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 2.8273%  | 0.0000% | $55904128.00       | $446336.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $6379249.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.8273%  | 0.0000% | $37142848.00       | $136966.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.4328%  | 0.0000% | $155315968.00      | $7959530.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-03-25      | 1.3378%  | 0.0000% | $344157184.00      | $9905642.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7798527.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.7683%  | 0.0000% | $28673024.00       | $239427.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.0000%  | 0.0000% | $2272012.00        | $113753.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5122508.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 2.1142%  | 0.0000% | $14301500.00       | $205452.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.1142%  | 0.0000% | $17548832.00       | $159006.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.3402%  | 0.0000% | $86608768.00       | $745135.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.7374%  | 0.0000% | $10891000.00       | $909703.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3945160.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $32244.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $6500000.00        | $4168879.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1385%  | 0.0000% | $200000000.00      | $5063105.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7385%  | 0.0000% | $53773952.00       | $1520750.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 2.1142%  | 0.0000% | $17141696.00       | $101817.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 2.1142%  | 0.0000% | $17474880.00       | $133680.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.0385%  | 0.0000% | $34801088.00       | $2113907.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 0.3610%  | 0.0000% | $5661290.00        | $6320.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $15661680.00       | $37725.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.3385%  | 0.0000% | $120000000.00      | $7176574.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $8210976.00        | $1289422.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $25000000.00       | $28940.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5442%  | 0.0000% | $72000000.00       | $782015.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7659%  | 0.0000% | $150000000.00      | $2175561.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $1953390.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-16      | 2.3559%  | 0.0000% | $99942393.00       | $5444.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.3683%  | 0.0000% | $33566720.00       | $27362.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $28888153.56       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 0.2628%  | 0.0000% | $12073280.00       | $14410.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.6912%  | 0.0000% | $10819696.00       | $1140955.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 2.0420%  | 0.0000% | $14642000.00       | $517957.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4998%  | 0.0000% | $225000000.00      | $9703402.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5032%  | 0.0000% | $150000000.00      | $9282047.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7010%  | 0.0000% | $125925888.00      | $6720552.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6463%  | 0.0000% | $74070000.00       | $745560.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7414%  | 0.0000% | $170005504.00      | $2531108.19        | Agency Collateralized Mortgage Obligation |

### Security 220: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.710000%
- **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: ARP1E6S94, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S94_3.71_0306
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 2.9885%  | 0.0000% | $50000000.00       | $991419.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9885%  | 0.0000% | $282167296.00      | $5435487.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.6385%  | 0.0000% | $32500000.00       | $535444.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.6585%  | 0.0000% | $100000000.00      | $1599080.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $331080.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.7385%  | 0.0000% | $15259632.00       | $508082.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.5885%  | 0.0000% | $81793536.00       | $4670768.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.5385%  | 0.0000% | $25955520.00       | $1758195.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.4885%  | 0.0000% | $45370112.00       | $1456142.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6885%  | 0.0000% | $100000000.00      | $3411467.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.2885%  | 0.0000% | $20000000.00       | $318188.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.5000%  | 0.0000% | $1750028.00        | $1194442.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.5000%  | 0.0000% | $626423.00         | $470033.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $37910272.00       | $60214.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | N/A      | 0.0000% | $35000000.00       | $100290.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.9736%  | 0.0000% | $7677000.00        | $1119219.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5585220.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $8014982.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $11108068.59       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.3804%  | 0.0000% | $20180000.00       | $4733070.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $7375615.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 0.1500%  | 0.0000% | $7464104.00        | $12195.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $138365.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $1263000.00        | $730024.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $168350.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $283004928.00      | $201679.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.3328%  | 0.0000% | $50000000.00       | $1025881.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.8728%  | 0.0000% | $50000000.00       | $1486841.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9885%  | 0.0000% | $57307584.00       | $2656734.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 0.3731%  | 0.0000% | $39666304.00       | $199472.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-25      | 0.4639%  | 0.0000% | $27424224.00       | $101111.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $29676.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-25      | 0.2901%  | 0.0000% | $9983856.00        | $27485.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 0.2728%  | 0.0000% | $39165952.00       | $25282.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $285808.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $113179.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $417209.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 2.7806%  | 0.0000% | $14600000.00       | $1750788.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-03-25      | 0.0500%  | 0.0000% | $119399296.00      | $161255.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 0.0500%  | 0.0000% | $74747904.00       | $58272.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $316560.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $73110400.00       | $127741.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12866789.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $49995776.00       | $25778.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 2.6385%  | 0.0000% | $6617256.00        | $582191.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $714615.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0385%  | 0.0000% | $74014208.00       | $1207499.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7385%  | 0.0000% | $27777760.00       | $875454.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $35811.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.0385%  | 0.0000% | $10000000.00       | $253789.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $36363.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 2.5885%  | 0.0000% | $138083584.00      | $1360271.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3385%  | 0.0000% | $32781440.00       | $936695.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1885%  | 0.0000% | $25000000.00       | $863913.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.3885%  | 0.0000% | $50209152.00       | $1096870.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1316209.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2017%  | 0.0000% | $63829952.00       | $2711907.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8044%  | 0.0000% | $312500000.00      | $12967813.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8804%  | 0.0000% | $450000000.00      | $23169620.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.1142%  | 0.0000% | $15679616.00       | $292607.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 2.4683%  | 0.0000% | $63902848.00       | $1437310.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.8683%  | 0.0000% | $60000000.00       | $454327.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4183%  | 0.0000% | $10613104.00       | $174148.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4183%  | 0.0000% | $47757504.00       | $895375.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 2.4142%  | 0.0000% | $41600000.00       | $1279106.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 2.2683%  | 0.0000% | $61600000.00       | $695185.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $1049813.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-16      | 0.8407%  | 0.0000% | $15400000.00       | $707685.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8758%  | 0.0000% | $16300000.00       | $999348.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5560%  | 0.0000% | $125000000.00      | $5254695.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8761%  | 0.0000% | $93704800.00       | $6717510.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4325%  | 0.0000% | $175000000.00      | $6072132.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5514%  | 0.0000% | $56000000.00       | $3142807.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.4385%  | 0.0000% | $141803264.00      | $3916595.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.5885%  | 0.0000% | $167636224.00      | $1786572.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $25665536.00       | $20855.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.7885%  | 0.0000% | $103511040.00      | $3315827.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.6585%  | 0.0000% | $105000000.00      | $1194067.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.2385%  | 0.0000% | $30000000.00       | $1044100.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.5785%  | 0.0000% | $50000000.00       | $1864802.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.2385%  | 0.0000% | $75000000.00       | $4146221.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $23100000.00       | $27043.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7464%  | 0.0000% | $237500000.00      | $10877545.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9050%  | 0.0000% | $150000000.00      | $10442895.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7355%  | 0.0000% | $150000000.00      | $8314048.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4503%  | 0.0000% | $150000000.00      | $6928869.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7502%  | 0.0000% | $3066000.00        | $167715.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3804%  | 0.0000% | $211332000.00      | $7026949.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.4336%  | 0.0000% | $100000000.00      | $4897449.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7172%  | 0.0000% | $200000000.00      | $10857409.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.3306%  | 0.0000% | $150000000.00      | $6090866.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0544%  | 0.0000% | $50000000.00       | $3660560.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8185%  | 0.0000% | $100000000.00      | $1304194.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.3385%  | 0.0000% | $49828352.00       | $2322994.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.4885%  | 0.0000% | $30870944.00       | $1313249.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.9385%  | 0.0000% | $91762048.00       | $1197332.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $6371123.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.6385%  | 0.0000% | $50000000.00       | $1545009.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 2.3885%  | 0.0000% | $50000000.00       | $3012150.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $52029.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $50000000.00       | $69732.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $543307.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3885%  | 0.0000% | $100000000.00      | $2222546.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8185%  | 0.0000% | $98816640.00       | $4242906.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.0385%  | 0.0000% | $150000000.00      | $4023323.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 3.4385%  | 0.0000% | $33871600.00       | $1041167.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2885%  | 0.0000% | $83339136.00       | $3872801.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2885%  | 0.0000% | $469099520.00      | $24747273.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6585%  | 0.0000% | $42559296.00       | $330952.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.0885%  | 0.0000% | $149632000.00      | $2264893.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.5385%  | 0.0000% | $70000000.00       | $5930694.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.1828%  | 0.0000% | $94911488.00       | $5698973.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $5132309.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $18836768.00       | $19408608.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.2328%  | 0.0000% | $78196000.00       | $6002061.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $30613408.00       | $387482.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $12085186.23       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5648544.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $26640.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 3.4328%  | 0.0000% | $87986880.00       | $3318539.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.5328%  | 0.0000% | $50000000.00       | $856029.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7328%  | 0.0000% | $80910336.00       | $3856350.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $36240.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 1.3828%  | 0.0000% | $47816704.00       | $301788.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $12316.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $22500000.00       | $412364.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $61568640.00       | $148715.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | N/A      | 0.0000% | $58333312.00       | $358348.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $11000000.00       | $35785.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5683%  | 0.0000% | $3524000.00        | $331226.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $8000000.00        | $17753.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5183%  | 0.0000% | $10440192.00       | $980130.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1909589.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.0500%  | 0.0000% | $102240256.00      | $63561.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5183%  | 0.0000% | $50000000.00       | $4751636.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 0.0300%  | 0.0000% | $77742080.00       | $37983.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $301375.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.0000%  | 0.0000% | $5537032.00        | $4879153.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2686220.00        | $453631.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $2444148.00        | $2081178.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $7592860.00        | $1139376.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $502574.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $12596688.00       | $101253.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $44955000.00       | $67632.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99999744.00       | $39298.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $36764096.00       | $308203.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.2051%  | 0.0000% | $16952032.00       | $44351.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $76365.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $3912995.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $16267456.00       | $139080.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $253707.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $48646720.00       | $170023.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $105656576.00      | $486246.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $433256.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 0.4683%  | 0.0000% | $24127296.00       | $159839.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.5908%  | 0.0000% | $60738304.00       | $77311.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 0.3666%  | 0.0000% | $30793376.00       | $86396.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.2183%  | 0.0000% | $17410848.00       | $430821.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $682186.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2683%  | 0.0000% | $21565152.00       | $512676.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $136389.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.1000%  | 0.0000% | $14208624.00       | $20283.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.3183%  | 0.0000% | $7225312.00        | $138156.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $98527.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $62312128.00       | $184746.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.0885%  | 0.0000% | $28245344.00       | $563229.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.3385%  | 0.0000% | $50000000.00       | $2950104.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 5.0000%  | 0.0000% | $1434022.00        | $482586.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.3183%  | 0.0000% | $62000000.00       | $490946.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2683%  | 0.0000% | $25609312.00       | $484289.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $429328.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.2683%  | 0.0000% | $28691328.00       | $675539.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 2.2759%  | 0.0000% | $6702112.00        | $486634.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $19952.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 2.1683%  | 0.0000% | $52761280.00       | $270258.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2385%  | 0.0000% | $97352704.00       | $4944342.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.2385%  | 0.0000% | $122428928.00      | $5119880.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.3385%  | 0.0000% | $123399552.00      | $4129406.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.9385%  | 0.0000% | $187249664.00      | $12460986.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 3.4885%  | 0.0000% | $126272896.00      | $10331898.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.0285%  | 0.0000% | $25000000.00       | $509331.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3183%  | 0.0000% | $9801000.00        | $214117.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2683%  | 0.0000% | $39560000.00       | $709526.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $7550.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7885%  | 0.0000% | $285213184.00      | $11556554.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 4.7500%  | 0.0000% | $4304192.00        | $256530.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $38654208.00       | $29070422.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $11837232.00       | $11125847.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5385%  | 0.0000% | $71039104.00       | $6641552.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.4885%  | 0.0000% | $252487680.00      | $11430981.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $59579200.00       | $59715476.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7671%  | 0.0000% | $100000000.00      | $6268720.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6385%  | 0.0000% | $100000000.00      | $3501813.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.6385%  | 0.0000% | $325000000.00      | $2900402.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.5385%  | 0.0000% | $50000000.00       | $1432492.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 0.1000%  | 0.0000% | $44593200.00       | $164870.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.7544%  | 0.0000% | $8022000.00        | $156539.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $504487.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-15      | 2.5000%  | 0.0000% | $134052.00         | $9728.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.5000%  | 0.0000% | $893989.00         | $41063.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.0000%  | 0.0000% | $9674300.00        | $1817756.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-02-25      | 2.1683%  | 0.0000% | $54729152.00       | $411605.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.7183%  | 0.0000% | $60000000.00       | $1128994.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 2.2683%  | 0.0000% | $18620928.00       | $508583.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 2.2683%  | 0.0000% | $14787744.00       | $511639.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 0.4798%  | 0.0000% | $108516096.00      | $295162.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 2.2683%  | 0.0000% | $5921000.00        | $207365.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 0.1812%  | 0.0000% | $699016192.00      | $4027682.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $993952.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4646964.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | N/A      | 0.0000% | $37985984.00       | $104918.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | N/A      | 0.0000% | $5378000.00        | $56282.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.5000%  | 0.0000% | $2000000.00        | $1371835.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 2.3183%  | 0.0000% | $76362880.00       | $1340464.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 2.4083%  | 0.0000% | $46035904.00       | $902738.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 0.4909%  | 0.0000% | $16684896.00       | $50527.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 2.4183%  | 0.0000% | $47510144.00       | $1213758.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.4183%  | 0.0000% | $185428480.00      | $3027369.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3344879.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3060%  | 0.0000% | $13473856.00       | $16617.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 0.3145%  | 0.0000% | $12314272.00       | $12854.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-25      | 2.4183%  | 0.0000% | $34494080.00       | $464811.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4375653.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62488576.00       | $12731.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 2.9683%  | 0.0000% | $37575296.00       | $152074.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-05-25      | 2.2183%  | 0.0000% | $18511264.00       | $121337.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-12-25      | 4.0000%  | 0.0000% | $2952636.00        | $4551082.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.8183%  | 0.0000% | $21854240.00       | $178655.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.0630%  | 0.0000% | $52985856.00       | $5238.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 2.2183%  | 0.0000% | $49314688.00       | $1282217.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 2.2183%  | 0.0000% | $23365792.00       | $505958.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 2.3183%  | 0.0000% | $67082240.00       | $317333.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 2.3183%  | 0.0000% | $35357248.00       | $417040.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1359162.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.7183%  | 0.0000% | $119725312.00      | $841104.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 2.3183%  | 0.0000% | $21200000.00       | $297098.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 2.3183%  | 0.0000% | $21600000.00       | $260260.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.3683%  | 0.0000% | $3511552.00        | $45940.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 4.0000%  | 0.0000% | $21488000.00       | $74446.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2259269.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $376985.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 1.0183%  | 0.0000% | $28571424.00       | $124450.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $566770.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8385%  | 0.0000% | $100000000.00      | $1558353.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6385%  | 0.0000% | $35000000.00       | $655247.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.9585%  | 0.0000% | $75000000.00       | $2545148.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.4385%  | 0.0000% | $50670000.00       | $1648422.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.3885%  | 0.0000% | $20000000.00       | $568825.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $646023.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $130425.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $599250.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $306358.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $244121.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $49995776.00       | $19968.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.4385%  | 0.0000% | $50280896.00       | $1564290.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $32644360.00       | $37767.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.7885%  | 0.0000% | $65611008.00       | $1417937.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5885%  | 0.0000% | $40000000.00       | $766765.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5885%  | 0.0000% | $50000000.00       | $958456.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5385%  | 0.0000% | $200000000.00      | $8225929.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.3385%  | 0.0000% | $30000000.00       | $885015.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $99999744.00       | $83997.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $99999744.00       | $83997.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6885%  | 0.0000% | $139664128.00      | $3495930.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.3183%  | 0.0000% | $98595840.00       | $3190505.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.4885%  | 0.0000% | $100000000.00      | $1025188.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.4385%  | 0.0000% | $30000000.00       | $1280252.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.7385%  | 0.0000% | $30000000.00       | $510466.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14221312.00       | $11886.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.2885%  | 0.0000% | $109452960.00      | $4548689.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.7885%  | 0.0000% | $50000000.00       | $3724421.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.2885%  | 0.0000% | $67507456.00       | $3274460.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1765012.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5816%  | 0.0000% | $80012800.00       | $1454567.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7881%  | 0.0000% | $44516000.00       | $1260578.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.4183%  | 0.0000% | $1000000.00        | $30683.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4865%  | 0.0000% | $58010112.00       | $988088.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5438%  | 0.0000% | $89989504.00       | $1347629.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4252%  | 0.0000% | $100152704.00      | $1368469.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5675%  | 0.0000% | $134004992.00      | $1852265.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3756%  | 0.0000% | $113007488.00      | $849775.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2639%  | 0.0000% | $161174528.00      | $996982.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7275%  | 0.0000% | $110000000.00      | $1755200.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6436%  | 0.0000% | $100017664.00      | $1089294.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7084%  | 0.0000% | $85128960.00       | $848695.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 1.8183%  | 0.0000% | $68045184.00       | $394315.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4878%  | 0.0000% | $65159000.00       | $153040.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-06-16      | 0.4059%  | 0.0000% | $112581375.00      | $191446.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5158%  | 0.0000% | $106105472.00      | $158713.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | 1.7759%  | 0.0000% | $66782592.00       | $496150.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 2.1142%  | 0.0000% | $16006048.00       | $77901.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7272%  | 0.0000% | $200046000.00      | $1953398.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6628%  | 0.0000% | $110895104.00      | $386690.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.4672%  | 0.0000% | $86996608.00       | $147312.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3172%  | 0.0000% | $104944000.00      | $209304.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7231%  | 0.0000% | $185404480.00      | $1796238.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $625151.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 2.1142%  | 0.0000% | $14075232.00       | $81191.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7737%  | 0.0000% | $139356672.00      | $1822344.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5940%  | 0.0000% | $21924000.00       | $103644.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6243%  | 0.0000% | $65773696.00       | $374414.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2183%  | 0.0000% | $36853056.00       | $398845.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 0.1124%  | 0.0000% | $22085632.00       | $5199.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $5243.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1682262.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1426122.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 2.3183%  | 0.0000% | $23156720.00       | $838963.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.2683%  | 0.0000% | $74114560.00       | $804012.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $598006.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.8385%  | 0.0000% | $200000000.00      | $2232897.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 3.5385%  | 0.0000% | $50000000.00       | $1741055.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7385%  | 0.0000% | $63235968.00       | $3666030.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6358%  | 0.0000% | $50000000.00       | $2610710.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3567%  | 0.0000% | $139558912.00      | $91752.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4005%  | 0.0000% | $135524351.00      | $112004.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1495%  | 0.0000% | $101285888.00      | $46230.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.9183%  | 0.0000% | $17901696.00       | $109020.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $244321.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 2.4183%  | 0.0000% | $28603872.00       | $105122.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $22253747.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $21703072.00       | $131124.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1278075.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 2.3759%  | 0.0000% | $22530784.00       | $116290.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 2.4483%  | 0.0000% | $37714240.00       | $251019.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2412%  | 0.0000% | $123456512.00      | $357344.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2515%  | 0.0000% | $94216448.00       | $388834.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2851%  | 0.0000% | $109549056.00      | $258365.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3478%  | 0.0000% | $198667008.00      | $677342.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-16      | 0.4813%  | 0.0000% | $100000000.00      | $114914.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $481933.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-16      | 2.7759%  | 0.0000% | $45605312.00       | $250421.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $10306136.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $16819656.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1328050.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5232009.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.8183%  | 0.0000% | $25000000.00       | $92928.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 2.3259%  | 0.0000% | $25000000.00       | $244009.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6934%  | 0.0000% | $6855000.00        | $27934.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 2.3183%  | 0.0000% | $13613296.00       | $85077.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6189%  | 0.0000% | $26992640.00       | $12248.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $40000000.00       | $2582052.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $19725158.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $184418.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1727%  | 0.0000% | $85000000.00       | $90002.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $6892785.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.0906%  | 0.0000% | $320471040.00      | $30480.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-16      | 2.3459%  | 0.0000% | $38063744.00       | $176880.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $12691264.00       | $144174.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3778952.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 3.2273%  | 0.0000% | $50000000.00       | $106815.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $197066.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.8483%  | 0.0000% | $102262912.00      | $290087.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $294468.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.7183%  | 0.0000% | $53751808.00       | $45055.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1039693.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0183%  | 0.0000% | $94000000.00       | $457954.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.3673%  | 0.0000% | $470220800.00      | $48076.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 3.0183%  | 0.0000% | $43565056.00       | $10108.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166592512.00      | $5509.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5328%  | 0.0000% | $50000000.00       | $1548143.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 4.0000%  | 0.0000% | $12542900.00       | $10770562.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.6328%  | 0.0000% | $26114944.00       | $2194747.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 4.5000%  | 0.0000% | $11809.00          | $11613.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 2.0415%  | 0.0000% | $73630976.00       | $3676866.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $121104.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.9483%  | 0.0000% | $186379264.00      | $283201.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-15      | 5.5000%  | 0.0000% | $9752000.00        | $93921.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $204350.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 1.2183%  | 0.0000% | $67766016.00       | $88099.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2328%  | 0.0000% | $55000000.00       | $1388024.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.0828%  | 0.0000% | $30000000.00       | $715574.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.0328%  | 0.0000% | $93750000.00       | $3562910.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4328%  | 0.0000% | $51872384.00       | $2084505.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.8328%  | 0.0000% | $58676000.00       | $2014443.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7828%  | 0.0000% | $50000000.00       | $1399844.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2328%  | 0.0000% | $50000000.00       | $1164853.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.4828%  | 0.0000% | $2000000.00        | $31364.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $32235.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 2.8328%  | 0.0000% | $35603008.00       | $1830402.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $883109.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.5328%  | 0.0000% | $82000000.00       | $1941842.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.0328%  | 0.0000% | $75000000.00       | $1170761.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.7328%  | 0.0000% | $110047488.00      | $3763402.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 5.0000%  | 0.0000% | $7999999.00        | $8396967.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 5.0000%  | 0.0000% | $18116000.00       | $18905407.52       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6328%  | 0.0000% | $40000000.00       | $1103356.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.0000%  | 0.0000% | $36182592.00       | $37322368.32       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.0000%  | 0.0000% | $9818600.00        | $10074939.99       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.6328%  | 0.0000% | $285000000.00      | $4175767.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 2.1828%  | 0.0000% | $50000000.00       | $2561025.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5328%  | 0.0000% | $131918848.00      | $4808556.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $24633216.00       | $4063005.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.6328%  | 0.0000% | $187500000.00      | $2955723.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.3328%  | 0.0000% | $40000000.00       | $2100828.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 5.0000%  | 0.0000% | $10449440.00       | $10987180.01       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.1328%  | 0.0000% | $104634880.00      | $7012990.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.6328%  | 0.0000% | $140000000.00      | $1784978.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.4828%  | 0.0000% | $94243840.00       | $2198451.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $158957568.00      | $114873.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $28874.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1069918.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.4828%  | 0.0000% | $154768640.00      | $4065252.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5328%  | 0.0000% | $41250000.00       | $468625.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6510%  | 0.0000% | $9230000.00        | $1038261.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3657800.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5311518.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1075516.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.0000%  | 0.0000% | $3785872.00        | $3918922.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1828%  | 0.0000% | $68632064.00       | $5189769.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 3.3328%  | 0.0000% | $150000000.00      | $16542536.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $30000000.00       | $49779.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.7328%  | 0.0000% | $120000000.00      | $8393131.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $306222.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $5799.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $599104.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-09-25      | 0.7252%  | 0.0000% | $289225000.00      | $939878.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $209327.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1250%  | 0.0000% | $7246000.00        | $3877203.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | N/A      | 0.0000% | $50000000.00       | $1185750.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1499462.00        | $1426762.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.8273%  | 0.0000% | $48358400.00       | $1237508.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $442843.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 2.3773%  | 0.0000% | $124474624.00      | $683355.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $116704.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $501524.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $489817.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-08-15      | 4.0000%  | 0.0000% | $25000.00          | $22756.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 2.3273%  | 0.0000% | $185693952.00      | $2198269.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4344628.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $55345152.00       | $5063.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $356445.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.6885%  | 0.0000% | $220000000.00      | $2501390.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 1.3385%  | 0.0000% | $53622208.00       | $744926.56         | Agency Collateralized Mortgage Obligation |

### Security 221: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP1E6SA1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6SA1_3.67_0306
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1312606.00        | $1309712.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $669144.00         | $703292.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $104215.00         | $103495.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1453842.00        | $1517932.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $11015008.00       | $11131261.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $6063208.00        | $6123143.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 5.0000%  | 0.0000% | $2193784.00        | $2239546.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $11000000.00       | $9731505.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $27800000.00       | $24587082.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 3.0000%  | 0.0000% | $115765.00         | $32806.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $2025000.00        | $629993.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $840724.00         | $179419.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1305639.00        | $1353131.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $95306.00          | $14232.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.9350%  | 0.0000% | $1042000.00        | $137871.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $489000.00         | $328911.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $2383308.00        | $2407398.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $11417440.00       | $7540739.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $24585120.00       | $24905712.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $3428612.00        | $1289016.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $4754552.00        | $4834880.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $8486816.00        | $8724253.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $7429304.00        | $3678667.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2209640.00        | $2200154.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3082076.00        | $3115234.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1306476.00        | $1352139.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $797062.00         | $819438.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $95517696.00       | $77885199.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $5959608.00        | $6273228.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $68692736.00       | $69120474.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 5.3750%  | 0.0000% | $2048007.00        | $30948.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $2053798.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $2823600.00        | $1673231.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $6252537.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $3192320.00        | $2894157.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $20489056.00       | $11237381.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $5297592.00        | $5167285.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $5738616.00        | $5617494.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $9196688.00        | $9563219.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1768838.00        | $1760568.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $1007630.00        | $999929.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-15      | 3.0000%  | 0.0000% | $150256.00         | $14465.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $284913.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1565946.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64597.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $63162.00          | $38370.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $82000.00          | $5504.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 2.5000%  | 0.0000% | $619119.00         | $148873.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $505050.00         | $102727.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 1.5000%  | 0.0000% | $26308960.00       | $14179932.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $12241000.00       | $8055345.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $27210464.00       | $27422899.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $475212.00         | $486563.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4785952.00        | $4993271.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 3.5000%  | 0.0000% | $1474892.00        | $757171.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $897174.00         | $827458.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 6.5000%  | 0.0000% | $2645048.00        | $2668578.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 5.5000%  | 0.0000% | $2674624.00        | $2740674.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $15183152.00       | $12196232.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.5000%  | 0.0000% | $2329872.00        | $2325939.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $2035000.00        | $631362.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $1069024.00        | $67691.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $100000.00         | $22201.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 6.0560%  | 0.0000% | $2720000.00        | $22054.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 5.1720%  | 0.0000% | $7600000.00        | $74209.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $126669.00         | $95849.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $115000.00         | $67446.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 6.5000%  | 0.0000% | $3000000.00        | $38827.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $90691456.00       | $23826710.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 4.5000%  | 0.0000% | $697765.00         | $377664.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 3.0000%  | 0.0000% | $3390000.00        | $696023.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.5000%  | 0.0000% | $16000.00          | $15003.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 6.7900%  | 0.0000% | $11443950.00       | $41727.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.0000%  | 0.0000% | $1932208.00        | $383828.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.5000%  | 0.0000% | $44535000.00       | $10516913.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.5000%  | 0.0000% | $8184576.00        | $1720298.78        | Agency Mortgage-Backed Securities |

### Security 222: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1E6WU2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E6WU2_3.67_0306
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2028-01-15      | 1.7500%  | 0.0000% | $4653300.00        | $7322073.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $600.00            | $591.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $31600.00          | $31162.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $230838400.00      | $301009797.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $2615200.00        | $2486799.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $23465200.00       | $22313114.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $147765100.00      | $150169177.33      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $227675900.00      | $228456941.51      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $1557600.00        | $1592662.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $1118400.00        | $1137716.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $1967200.00        | $2001177.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $36858400.00       | $37564177.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $80683800.00       | $81223740.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $183982900.00      | $184690766.61      | U.S. Treasuries (including strips) |

### Security 223: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **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: ARP1EAG49, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EAG49_3.70_0715
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $71953.00          | $57615.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $659.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $3184739.00        | $1978138.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $272098.00         | $250227.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $93354896.00       | $76257039.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $283353317.00      | $178955249.41      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1573.00           | $1678.44           | Agency Mortgage-Backed Securities |

### Security 224: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **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: ARP1EBT84, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EBT84_3.70_0716
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3772306.00        | $1974227.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $10995.00          | $3449.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $507.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1229036.00        | $625408.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2203346.00        | $1629181.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $2355228.00        | $1384410.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $647392.00         | $388108.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1106517.00        | $687714.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1204917.00        | $1236868.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1165938.00        | $1045926.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1269687.00        | $800151.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $5942551.00        | $4596954.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1828597.00        | $1157245.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1129429.00        | $853798.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1066391.00        | $1086515.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2884683.00        | $442453.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1992469.00        | $1219801.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $2375524.00        | $980672.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $518915.00         | $121552.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $539726.00         | $307644.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $5784391.00        | $3569735.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.5000%  | 0.0000% | $504250.00         | $537786.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $14369389.00       | $9532155.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1830000.00        | $1437036.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $2444129.00        | $1808291.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $4438000.00        | $790528.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $823782.00         | $763526.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 4.5000%  | 0.0000% | $194190.00         | $176495.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $9651254.00        | $8512337.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $47953512.00       | $24912903.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $30224590.00       | $10834894.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3121809.00        | $2643792.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1756822.00        | $1492918.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $37770.00          | $30547.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1538174.00        | $1593192.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1033553.00        | $1075736.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $738022.00         | $517008.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $389694.00         | $276163.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1256068.00        | $989090.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1165382.00        | $507798.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1215117.00        | $400010.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $317452.00         | $196146.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1419946.00        | $966625.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1106018.00        | $576890.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1444159.00        | $1154593.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $949374.00         | $683530.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1088253.00        | $965214.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $234155.00         | $160489.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $271004.00         | $82055.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $161374.00         | $118425.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1718302.00        | $1166575.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1745731.00        | $956845.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1286762.00        | $962931.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3140786.00        | $1240043.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1263438.00        | $825087.56         | Agency Mortgage-Backed Securities |

### Security 225: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH51, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH51_3.69_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2034-02-15      | 4.0000%  | 0.0000% | $178483200.00      | $180288730.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-15      | 1.6250%  | 0.0000% | $58622100.00       | $61187363.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-05-15      | N/A      | 0.0000% | $14611199.68       | $13523907.26       | U.S. Treasuries (including strips) |

### Security 226: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH69, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH69_3.61_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-05-07      | N/A      | 0.0000% | $88114400.00       | $87506410.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $69900.00          | $65313.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 4.1250%  | 0.0000% | $106672200.00      | $110014864.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $18749000.00       | $20061477.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-30      | 3.7500%  | 0.0000% | $25978000.00       | $26183718.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $11557903.51       | $11168217.24       | U.S. Treasuries (including strips) |

### Security 227: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.530000%
- **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: ARP1EDSY4, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1EDSY4_3.53_0306
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2032-11-01      | 4.3200%  | 0.0000% | $59413987.00       | $60456524.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.5000%  | 0.0000% | $1297826.00        | $80016.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $728.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1387309.00        | $1021522.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $1009.00           | $793.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $36092600.00       | $32572272.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $5585829.00        | $5060723.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $15240512.00       | $14329554.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2829888.00        | $2903729.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $13000000.00       | $12244188.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $108226400.00      | $113073692.12      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $714.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $412.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $31269536.00       | $22249861.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $13689745.00       | $9449038.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $76496384.00       | $64423802.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $19614163.00       | $17595172.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $18112448.00       | $14335196.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-25      | 6.5000%  | 0.0000% | $18686040.00       | $15474219.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $79941376.00       | $75593739.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1025.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $700.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $378.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $721.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $830.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1114884.00        | $1025537.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $928.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $745.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $14319104.00       | $14752126.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $25625600.00       | $24332640.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $87762432.00       | $80926760.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $884.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $17554020.00       | $16641444.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 2.5000%  | 0.0000% | $1008.00           | $872.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $38146944.00       | $39247377.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $33313.00          | $25558.15          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $765.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $38163125.00       | $36110752.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $897.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $875.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $49362944.00       | $45657592.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $28145408.00       | $26990642.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $124992000.00      | $126718325.29      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $1006.00           | $994.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-03      | 5.5000%  | 0.0000% | $206062117.00      | $208185797.33      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $48605376.00       | $48850262.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $64996000.00       | $65137536.01       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $92701904.00       | $93663490.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-13      | 5.5000%  | 0.0000% | $9510553.00        | $9825620.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $830.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $21245320.00       | $21414456.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $144746.00         | $150548.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $17082627.00       | $14770590.63       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2218.00           | $2350.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $12037413.00       | $12733555.33       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $4000000.00        | $4034986.52        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-04-30      | 2.7500%  | 0.0000% | $301306700.00      | $301497142.51      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $261658700.00      | $265654319.47      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 5.5000%  | 0.0000% | $43561.00          | $450.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 5.0000%  | 0.0000% | $5865.00           | $106.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $2283.00           | $90.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $57942.00          | $741.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 5.7000%  | 0.0000% | $26985.00          | $736.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.0000%  | 0.0000% | $5449.00           | $846.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $117.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $98.10             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $117.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1001.00           | $142.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $111825659.00      | $12017036.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $1013.00           | $231.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1011.00           | $768.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $721.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $759.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $720.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $738.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1043.00           | $911.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $3249000.00        | $2696508.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $295.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $34999856.00       | $28774987.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $8797238.00        | $7222998.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $595.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $10904000.00       | $7948720.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1712792.00        | $1343684.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $18093226.00       | $14948115.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $4841.00           | $384.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $347.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1334488.00        | $1149802.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $956.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $952.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $972.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $963.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $975.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $3301128.00        | $2665821.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1028.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1060.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $2162414.00        | $2279384.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $5445129.00        | $5532074.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $51244.00          | $52424.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2858800.00        | $2912974.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $11710379.00       | $11941375.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1069800.00        | $1096486.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2646810.00        | $2687468.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2148470.00        | $2180813.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2059746.00        | $1990981.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $992.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1841000.00        | $1906517.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $184.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $91.15             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2964324.00        | $1691254.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 1.8200%  | 0.0000% | $3281500.00        | $2401518.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1027.00           | $793.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $748.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $967.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 4.7100%  | 0.0000% | $9876000.00        | $10240302.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-03-01      | 4.4100%  | 0.0000% | $9322000.00        | $9501644.26        | Agency Mortgage-Backed Securities  |

### Security 228: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH371, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1EH371_3.69_0306
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2029-04-26      | 1.4000%  | 0.0000% | $20000000.00       | $18809851.11       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-03-27      | 4.9700%  | 0.0000% | $23000000.00       | $23461111.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 2.5000%  | 0.0000% | $59000000.00       | $881536.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $24811.00          | $2744.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $607766.00         | $128779.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $228102656.00      | $145365149.57      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $18389408.00       | $12363693.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $235000.00         | $142673.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $145724416.00      | $92088141.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $6564144.00        | $4207655.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1186208.00        | $1004711.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $335173.00         | $244939.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $191817.00         | $145695.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $256602.00         | $41872.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 3.0000%  | 0.0000% | $687963.00         | $293423.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $82309.00          | $68971.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $923615.00         | $449397.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.0000%  | 0.0000% | $1649928.00        | $984482.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $2457700.00        | $2247051.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $468977.00         | $169040.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.2500%  | 0.0000% | $1859034.00        | $1932969.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.3400%  | 0.0000% | $240288.00         | $255016.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $1312708.00        | $1374245.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $418525.00         | $401997.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $952003.00         | $982683.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 2.5000%  | 0.0000% | $353685.00         | $296092.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1832932.00        | $1920496.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2382752.00        | $2500076.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-11-20      | 6.3270%  | 0.0000% | $3825352.00        | $4075830.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $138915.00         | $146374.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $9153472.00        | $9123699.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 5.7500%  | 0.0000% | $10869040.00       | $11506093.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1450538.00        | $1488179.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1452532.00        | $1520080.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2464956.00        | $2591593.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1681090.00        | $1732735.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $726347.00         | $725309.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $3053800.00        | $3259661.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $7755784.00        | $7829022.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1152792.00        | $1204106.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2239668.00        | $2329542.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1528852.00        | $1607184.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1384530.00        | $1439272.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $5414416.00        | $5465544.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2108912.00        | $2184295.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $744160.00         | $703223.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $496306176.00      | $481516422.42      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 1.5000%  | 0.0000% | $349873.00         | $280904.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $237295.00         | $243070.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1780138.00        | $1841614.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $138904064.00      | $142941079.06      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $8849504.00        | $8884263.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1044710.00        | $1096439.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1197190.00        | $1208492.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3693250.00        | $3868840.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3900%  | 0.0000% | $1355756.00        | $1429065.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1285902.00        | $1303611.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 6.0000%  | 0.0000% | $6635520.00        | $5637.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-15      | 8.0000%  | 0.0000% | $94522.00          | $490.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $40837200.00       | $13265065.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-15      | 3.5000%  | 0.0000% | $8306669.00        | $1827.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $59697.00          | $2503.04           | Agency Mortgage-Backed Securities |

### Security 229: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1EH4L9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EH4L9_3.67_0306
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1852020.00        | $1925707.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2803275.00        | $2829206.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1428823.00        | $1500918.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1577966.00        | $1650635.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1479883.00        | $1551498.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3664195.00        | $3842278.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2045545.00        | $2146172.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2184986.00        | $2289448.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1670865.00        | $1752417.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1578032.00        | $1610550.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1464352.00        | $1479000.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2191989.00        | $2205625.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3770214.00        | $3860668.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1669321.00        | $1766536.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1499390.00        | $1549934.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1883382.00        | $1994437.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2947484.00        | $3114988.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2838465.00        | $2992303.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3387091.00        | $3571087.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3159966.00        | $3325172.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3402604.00        | $3568131.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1409710.00        | $1482096.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3149893.00        | $3311374.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3531857.00        | $3712753.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1573513.00        | $1601380.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2111921.00        | $2222622.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2040640.00        | $2146280.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2103316.00        | $2170807.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2574155.00        | $2678666.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1902097.00        | $1990287.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $2251823.00        | $2241532.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $3557059.00        | $3673368.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3150784.00        | $2346065.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $3134023.00        | $2716414.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2001120.00        | $2085789.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2429843.00        | $2490841.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3501137.00        | $3587860.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2943516.00        | $3020570.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2001233.00        | $1941838.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $3973234.00        | $1713584.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2003982.00        | $2117463.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $4637940.00        | $3698823.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2349921.00        | $2494925.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2156960.00        | $2292469.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1913446.00        | $1704674.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3437608.00        | $3634821.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2009510.00        | $2107369.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1511893.00        | $1576440.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2264767.00        | $2108546.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2319051.00        | $2424167.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3219997.00        | $3369898.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1796782.00        | $1881436.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $3239310.00        | $3392988.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1492765.00        | $1562366.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2588871.00        | $2716646.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2601230.00        | $2738302.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2128464.00        | $2249230.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3577317.00        | $3797381.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1595458.00        | $1688277.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1414519.00        | $1496491.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2323943.00        | $2459526.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2778609.00        | $2940745.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1723184.00        | $1823648.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2530914.00        | $2659258.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1465355.00        | $1537603.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $14453456.00       | $2666830.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $3308995.00        | $3500036.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2300731.00        | $2369464.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $2421878.00        | $2253897.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1643032.00        | $1644966.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2078786.00        | $2171484.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3639088.00        | $3113764.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1940489.00        | $1967396.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2841325.00        | $2922523.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2158516.00        | $2217015.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2035218.00        | $2095148.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3025629.00        | $3180733.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2066244.00        | $2172142.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2505384.00        | $2520914.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1654161.00        | $1664417.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2628314.00        | $2703697.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1481945.00        | $1557856.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2584944.00        | $2655260.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1458436.00        | $1514131.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1781736.00        | $1866509.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $3115567.00        | $3251509.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2041081.00        | $2123947.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1745269.00        | $1801269.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $4169888.00        | $2053314.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1806569.00        | $1855159.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3522629.00        | $3741038.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2324447.00        | $2093120.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1463301.00        | $1557705.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3301052.00        | $3097083.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1838071.00        | $1540619.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3492568.00        | $3711818.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2902775.00        | $3135177.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2628994.00        | $2802079.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2560186.00        | $2615384.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $20266111.00       | $1546104.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $48185564.00       | $3599518.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $30830000.00       | $3035751.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $24583218.00       | $2047640.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $19499940.00       | $1777172.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $27003000.00       | $2827863.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $23792354.00       | $2806899.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $40340397.00       | $3517858.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $22846272.00       | $2975556.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $21127225.00       | $2808374.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $28560635.00       | $3566215.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $13079649.00       | $1888782.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $20403993.00       | $2447833.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-20      | 2.0000%  | 0.0000% | $3118278.00        | $1678365.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 4.5000%  | 0.0000% | $7778195.00        | $3559233.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $4732999.00        | $3687538.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $11504634.00       | $2058435.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $13000000.00       | $1636345.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 2.0000%  | 0.0000% | $3152192.00        | $1508612.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $6703046.00        | $3715612.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $2832627.00        | $1627020.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2143687.00        | $1950875.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $5347582.00        | $3413536.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $2069938.00        | $1576947.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1686752.00        | $1510452.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2858760.00        | $2266379.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.5000%  | 0.0000% | $3282289.00        | $2142119.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1754860.00        | $1505397.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.5000%  | 0.0000% | $3490780.00        | $2418372.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1942164.00        | $2045200.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $3255876.00        | $3414930.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1585536.00        | $1722690.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2646534.00        | $2784756.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2380094.00        | $2580567.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2071016.00        | $2243862.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1594422.00        | $1649472.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1549974.00        | $1675435.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1801125.00        | $1968039.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $3450000.00        | $3283058.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $3259475.00        | $3459401.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $33015365.00       | $2939522.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $43079550.00       | $3052789.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $25158013.00       | $2583799.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $26223988.00       | $2239188.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $19484829.00       | $2054149.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $39137826.00       | $2135744.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $33995977.00       | $2167591.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1921052.00        | $1985724.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1703389.00        | $1745769.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1530520.00        | $1525077.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2988377.00        | $3170617.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2661189.00        | $1745924.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3763901.00        | $3797821.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $2328932.00        | $2289754.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2740998.00        | $2491692.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1749902.00        | $1859786.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1696007.00        | $1717860.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1687934.00        | $1680801.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $5035902.00        | $3813549.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1681945.00        | $1773792.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2646760.00        | $2705254.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3082273.00        | $3203955.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1450812.00        | $1526434.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1730496.00        | $1800756.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1644916.00        | $1697696.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1518271.00        | $1594315.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $2315291.00        | $2465834.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2851651.00        | $3050062.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2269788.00        | $2279407.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1861770.00        | $1984119.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2226964.00        | $2379163.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2097917.00        | $2201788.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1971781.00        | $2074473.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3608569.00        | $3751450.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3711160.00        | $3478287.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1484000.00        | $1516340.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1968881.00        | $2068161.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2200856.00        | $2313698.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2488289.00        | $2609552.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2726161.00        | $2863128.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2629111.00        | $2849272.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2299729.00        | $2492032.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1505588.00        | $1632042.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1455441.00        | $1529059.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1675719.00        | $1760577.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2107001.00        | $2212908.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2597660.00        | $2728388.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2022172.00        | $2193401.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1702497.00        | $1846595.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2783543.00        | $2895824.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2033486.00        | $2167164.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1968560.00        | $2054675.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2045243.00        | $2050436.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1883061.00        | $1979716.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2581013.00        | $2801628.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2964511.00        | $3087834.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1522051.00        | $1622042.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1693108.00        | $1780122.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1440140.00        | $1487439.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1620043.00        | $1685818.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2148426.00        | $2257781.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3125173.00        | $3210393.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1582488.00        | $1660188.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3464267.00        | $3612715.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1798706.00        | $1852078.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2367219.00        | $2488681.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3100556.00        | $3259655.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2799334.00        | $2924472.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1410037.00        | $1480255.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1691679.00        | $1772498.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1503226.00        | $1573540.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2006973.00        | $2051712.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1882522.00        | $1982983.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1593679.00        | $1610662.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2150490.00        | $2175034.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2361825.00        | $2466509.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3184543.00        | $3324927.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2514869.00        | $2653206.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2973160.00        | $3136793.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2148501.00        | $2253211.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1486658.00        | $1577891.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2521045.00        | $2602876.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1474908.00        | $1540952.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1642162.00        | $1732793.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2150333.00        | $2310465.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1405300.00        | $1504498.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3545858.00        | $3680461.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2645988.00        | $2789866.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2878803.00        | $2906209.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2626114.00        | $2697810.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2679703.00        | $2796378.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1665031.00        | $1754924.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2543081.00        | $2665905.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2951669.00        | $3096198.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1427154.00        | $1524622.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1672791.00        | $1788620.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1474017.00        | $1528686.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2099927.00        | $2208434.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2549902.00        | $2675478.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $3205724.00        | $3269991.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2593532.00        | $2651354.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1742483.00        | $1820889.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1805587.00        | $1844615.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1794191.00        | $1836151.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2188170.00        | $2397886.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2363339.00        | $2375497.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1531603.00        | $1622417.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1938187.00        | $2093820.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1402788.00        | $1503714.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2534748.00        | $2694625.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1818379.00        | $1907169.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1578691.00        | $1668636.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2935974.00        | $3117228.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3605581.00        | $3716272.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2979900.00        | $3091566.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2303799.00        | $2348128.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 6.5000%  | 0.0000% | $1872591.00        | $1959777.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2010248.00        | $2063159.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $1904316.00        | $2063286.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1648280.00        | $1693094.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2330558.00        | $2380305.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2839780.00        | $3037740.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $3422706.00        | $3435784.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2053098.00        | $2193878.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1695358.00        | $1797189.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2457411.00        | $2575144.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1766024.00        | $1851150.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2826106.00        | $2961214.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1911386.00        | $1987593.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2215439.00        | $2327534.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3128150.00        | $3236417.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3198215.00        | $3287813.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2486285.00        | $2524732.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2310477.00        | $2333116.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1963883.00        | $2061908.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3092698.00        | $3207054.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1817771.00        | $1879166.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1545000.00        | $1595930.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $3228345.00        | $3265342.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2050809.00        | $2149019.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1424199.00        | $1493097.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2302478.00        | $2521892.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1706238.00        | $1827014.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 8.0000%  | 0.0000% | $2173260.00        | $2336572.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 8.0000%  | 0.0000% | $1930780.00        | $2086545.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 8.0000%  | 0.0000% | $1777076.00        | $1857250.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $3426457.00        | $3712057.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2260643.00        | $2367281.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2060365.00        | $2237791.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2334534.00        | $2442859.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1880698.00        | $1971530.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $3582935.00        | $3804992.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1554281.00        | $1637769.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1617007.00        | $1771143.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2062926.00        | $2259332.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $3605847.00        | $3878897.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2791258.00        | $3032247.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1631075.00        | $1788271.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2965114.00        | $3163281.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2205299.00        | $2318283.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2045787.00        | $2150576.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2495314.00        | $2519896.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1885900.00        | $1980196.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2103284.00        | $2156254.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1722881.00        | $1811259.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3026143.00        | $3181366.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1580883.00        | $1634231.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1780471.00        | $1763570.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2650287.00        | $2745022.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2868195.00        | $3035259.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1670697.00        | $1759062.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1556621.00        | $1649098.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2439964.00        | $2561693.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1892512.00        | $1955587.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1463630.00        | $1524668.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1391736.00        | $1480541.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1682656.00        | $1747655.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3240636.00        | $3353311.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2624884.00        | $2728042.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2226950.00        | $2328178.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2612197.00        | $2740034.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1708231.00        | $1761336.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2183448.00        | $2209735.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $3055846.00        | $3038184.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $14153986.00       | $2177150.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 6.0000%  | 0.0000% | $506505432.00      | $1552738.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $47683737.00       | $1655196.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 3.5000%  | 0.0000% | $24000000.00       | $1619157.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2002733.00        | $2109011.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3280937.00        | $3442815.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2115802.00        | $2264566.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2635457.00        | $2718981.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1989332.00        | $2131012.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3524043.00        | $3774877.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2878324.00        | $3082439.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2800722.00        | $2999094.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2983470.00        | $3194343.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2936309.00        | $3146134.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2042371.00        | $2187185.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1858133.00        | $1902823.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1431818.00        | $1555811.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1681215.00        | $1812338.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1835010.00        | $1978504.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2387685.00        | $2573435.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1830976.00        | $1876904.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3216934.00        | $3323500.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2636130.00        | $2694847.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1516107.00        | $1596375.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1549227.00        | $1630251.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1766031.00        | $1854720.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1676818.00        | $1760876.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2477600.00        | $2600112.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2138989.00        | $2192066.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1498255.00        | $1534088.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1482062.00        | $1557805.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2950266.00        | $3098476.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2579310.00        | $2711468.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $2360705.00        | $2470664.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3490260.00        | $3799763.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2053878.00        | $2235928.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2240775.00        | $2346017.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1477044.00        | $1553781.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1878508.00        | $1974281.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2719691.00        | $2856500.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3352335.00        | $3517786.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2462220.00        | $2581345.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2926013.00        | $3076116.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2920946.00        | $2767482.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $3416762.00        | $3431448.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2353073.00        | $2381306.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3292545.00        | $3317873.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1769955.00        | $1862398.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1423242.00        | $1488578.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1565259.00        | $1644156.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1465463.00        | $1560940.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2247775.00        | $2306712.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1582833.00        | $1624124.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1546667.00        | $1559610.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1585258.00        | $1638496.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $2904387.00        | $3099447.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1782637.00        | $1842501.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1956552.00        | $1975179.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 8.0000%  | 0.0000% | $1602890.00        | $1679209.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $1862424.00        | $2022208.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $2201126.00        | $2390065.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2823969.00        | $3003556.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2002763.00        | $2172186.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2549134.00        | $2765956.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3374788.00        | $3616504.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1669925.00        | $1704155.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2416386.00        | $2463828.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3310287.00        | $3412973.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1920036.00        | $1986931.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1449932.00        | $1524919.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1691651.00        | $1743729.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2340809.00        | $2365473.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2719584.00        | $2740552.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1647574.00        | $1664833.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2034030.00        | $2087306.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1982725.00        | $2053600.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1619618.00        | $1702612.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2179450.00        | $2211495.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3208578.00        | $3236337.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1585991.00        | $1720587.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2074791.00        | $2249113.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1473079.00        | $1598347.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2769254.00        | $3004694.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2089283.00        | $2202014.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3357747.00        | $3536936.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3190315.00        | $3358501.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3304542.00        | $3477392.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1509809.00        | $1588157.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $1589409.00        | $1725072.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $1446590.00        | $1570565.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1703563.00        | $1812353.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1693815.00        | $1714399.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2406955.00        | $2436089.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2150067.00        | $2206639.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3085958.00        | $3166494.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1453374.00        | $1491540.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2290511.00        | $2419275.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3109011.00        | $3316220.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3234177.00        | $3503737.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2560415.00        | $2776645.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2179669.00        | $2195357.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2374752.00        | $2482770.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3140133.00        | $3282343.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3054014.00        | $3311228.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2688712.00        | $2915498.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3041199.00        | $3298052.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2447747.00        | $2562456.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2019497.00        | $2134554.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2677041.00        | $2743769.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1455000.00        | $1485246.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2591700.00        | $2676891.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2856700.00        | $2950201.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1748589.00        | $1835882.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1830571.00        | $1922310.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3500760.00        | $3702517.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1801411.00        | $1891784.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1884424.00        | $1978631.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3116703.00        | $3273769.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3069982.00        | $3170896.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3604041.00        | $3721354.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1718533.00        | $1804867.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1975659.00        | $2098288.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1521945.00        | $1599646.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1880529.00        | $1953078.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1553391.00        | $1592393.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1828788.00        | $1897038.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2343311.00        | $2421806.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1494990.00        | $1547053.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2832061.00        | $2979860.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1504430.00        | $1570991.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2507684.00        | $2540773.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2006963.00        | $2069216.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2009414.00        | $2054123.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.5000%  | 0.0000% | $2862436.00        | $2927552.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1927424.00        | $1977795.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1705066.00        | $1782657.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2195195.00        | $2297403.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1998708.00        | $2095447.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1957395.00        | $2053935.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2540774.00        | $2661533.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1538687.00        | $1630420.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2268118.00        | $2234293.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1602977.00        | $1682033.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2650324.00        | $2734259.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3135795.00        | $3234471.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2170043.00        | $2265863.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1619694.00        | $1680673.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $3336841.00        | $3352251.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1533225.00        | $1547393.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1753460.00        | $1799840.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1645653.00        | $1691435.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1862792.00        | $1913088.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1838886.00        | $1888423.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1550787.00        | $1547031.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1727834.00        | $1838271.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1862438.00        | $1913822.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1529065.00        | $1567235.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3296023.00        | $3458302.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1857567.00        | $1946596.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2634696.00        | $2653498.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2687298.00        | $2872938.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2433218.00        | $2574837.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1845686.00        | $1995212.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2470499.00        | $2546320.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1804046.00        | $1891861.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2776955.00        | $3012487.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1417580.00        | $1537200.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2377251.00        | $2569896.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1698434.00        | $1846973.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1707624.00        | $1770280.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3607140.00        | $3740073.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $3338028.00        | $3392004.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2039824.00        | $2138255.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1866415.00        | $1925357.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3374925.00        | $3614154.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3562490.00        | $3860223.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2276969.00        | $2436801.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1818545.00        | $1973402.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1822872.00        | $1943657.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1636697.00        | $1722939.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2342918.00        | $2457059.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1571990.00        | $1593824.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1560458.00        | $1634333.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1783103.00        | $1870309.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1688153.00        | $1769641.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1927653.00        | $1935493.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2287419.00        | $2406779.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1653695.00        | $1688300.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1473492.00        | $1528621.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1503922.00        | $1549642.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2076807.00        | $2172062.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1503796.00        | $1546569.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2166594.00        | $2272161.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2130688.00        | $2182745.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1754613.00        | $1801578.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1534437.00        | $1576177.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1843496.00        | $1893643.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2305802.00        | $2421310.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2293518.00        | $2368426.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1438928.00        | $1479828.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1523241.00        | $1577691.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2489867.00        | $2513379.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1590243.00        | $1633504.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1783799.00        | $1883368.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2185282.00        | $2201099.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1891572.00        | $1915512.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1707324.00        | $1718935.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2777297.00        | $2800488.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1109600.00        | $1167121.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1502178.00        | $1581225.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1858590.00        | $2006229.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2043318.00        | $2206568.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2225752.00        | $2249409.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2300252.00        | $2468561.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2804172.00        | $3007862.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2745837.00        | $2945559.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2109847.00        | $2264340.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2274295.00        | $2423008.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2585508.00        | $2754991.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2384631.00        | $2543213.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1413076.00        | $1507191.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2025450.00        | $2160339.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1863324.00        | $2011887.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2995439.00        | $3233977.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1940936.00        | $2084886.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3536617.00        | $3798918.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3095440.00        | $3325020.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3838516.00        | $3868063.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1478944.00        | $1554187.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1441999.00        | $1490817.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1698043.00        | $1757059.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3573451.00        | $3756962.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1634866.00        | $1776201.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2651148.00        | $2801861.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1820839.00        | $1890227.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1466732.00        | $1525392.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1698709.00        | $1765050.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1636995.00        | $1758413.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.5000%  | 0.0000% | $2757783.00        | $2998412.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2515276.00        | $2605187.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $2172173.00        | $2313413.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2576845.00        | $2799930.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2955947.00        | $3172722.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2645168.00        | $2874040.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2068157.00        | $2247150.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2028700.00        | $2130426.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1695554.00        | $1804638.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2532676.00        | $2678532.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2618759.00        | $2756956.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2091873.00        | $2201110.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3203958.00        | $3151517.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2135797.00        | $2244011.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2617369.00        | $2751620.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2606645.00        | $2714869.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2591590.00        | $2698345.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1786084.00        | $1907017.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2470973.00        | $2629613.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $1557929.00        | $1678197.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $2583756.00        | $2781873.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3551485.00        | $3739889.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1514547.00        | $1595804.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1889711.00        | $1989957.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1560784.00        | $1642170.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2154257.00        | $2212864.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1564897.00        | $1620831.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2300464.00        | $2464453.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $3404223.00        | $3647198.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3040942.00        | $3266499.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $2249502.00        | $2428102.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.5000%  | 0.0000% | $1474117.00        | $1602743.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1651229.00        | $1726668.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1579832.00        | $1622808.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $2201946.00        | $2184727.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $3379462.00        | $3350037.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2319351.00        | $2338797.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2042732.00        | $2121523.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3369377.00        | $3486212.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3087467.00        | $3194856.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3515274.00        | $3637414.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2444374.00        | $2571690.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2139188.00        | $2250685.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1576959.00        | $1619860.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2094133.00        | $2151104.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3617162.00        | $3809032.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2985692.00        | $3026922.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1445187.00        | $1521850.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1600166.00        | $1669989.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2518728.00        | $2652345.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1827996.00        | $1924972.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2193021.00        | $2220598.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2112191.00        | $2138752.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2306253.00        | $2424613.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3250974.00        | $3423436.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2538311.00        | $2642318.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 6.5000%  | 0.0000% | $1860467.00        | $1959130.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1785436.00        | $1880160.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1467014.00        | $1543596.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1848258.00        | $1943081.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1785760.00        | $1879836.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2157322.00        | $2271764.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1829073.00        | $1818581.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1897931.00        | $2042790.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1807850.00        | $1797421.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1689707.00        | $1679999.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2186307.00        | $2215235.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2661942.00        | $2700157.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2078697.00        | $2166878.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1748954.00        | $1740961.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2906846.00        | $3168629.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1687042.00        | $1838983.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1988912.00        | $2007859.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1882398.00        | $1900865.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2003127.00        | $2023888.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1880239.00        | $1977556.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2342437.00        | $2478006.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2371274.00        | $2480681.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $3115824.00        | $3215802.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2017765.00        | $2114263.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $3027141.00        | $3171912.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $1614709.00        | $1690299.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1442808.00        | $1519348.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1608467.00        | $1676471.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2466864.00        | $2597729.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1616835.00        | $1703585.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $1500628.00        | $1573936.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1588184.00        | $1603181.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $3495883.00        | $3528895.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1495263.00        | $1535941.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2646552.00        | $2718552.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2026289.00        | $2132027.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1748597.00        | $1809421.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2092884.00        | $2167690.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1431586.00        | $1482758.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1753051.00        | $1815714.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1790651.00        | $1885647.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2471598.00        | $2501010.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1775548.00        | $1839017.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1580266.00        | $1623257.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1723398.00        | $1777011.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2475117.00        | $2563593.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1483603.00        | $1497612.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1785841.00        | $1802704.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2864031.00        | $2891076.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1555690.00        | $1570380.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1843128.00        | $1868456.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1852108.00        | $1902489.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1987460.00        | $2041525.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2322154.00        | $2385328.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1458473.00        | $1505269.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1807562.00        | $1903453.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1946037.00        | $1993394.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2265645.00        | $2324665.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3581121.00        | $3674434.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $3720044.00        | $3755172.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1871482.00        | $1941180.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1976656.00        | $2042999.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2419664.00        | $2534336.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2237809.00        | $2309407.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1442388.00        | $1503272.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2746610.00        | $2898270.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1581996.00        | $1701727.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2250645.00        | $2374664.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1878595.00        | $1961108.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2327002.00        | $2433838.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1679980.00        | $1751018.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2284426.00        | $2388841.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1561984.00        | $1640725.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2513277.00        | $1795053.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1743378.00        | $1764077.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3254237.00        | $3397652.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2104827.00        | $1850699.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1982678.00        | $1694164.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1993562.00        | $1935671.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2600802.00        | $2704164.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1419417.00        | $1483129.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3344623.00        | $3467324.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3373827.00        | $3555641.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2670023.00        | $2822757.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3607305.00        | $1780189.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $4157819.00        | $1616843.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $3095489.00        | $3294011.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2161893.00        | $2307397.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1605283.00        | $1684991.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2800891.00        | $2874562.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2021012.00        | $2091569.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1660193.00        | $1733513.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1552011.00        | $1659171.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2487853.00        | $2571746.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $3602187.00        | $3754475.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 6.5000%  | 0.0000% | $3000000.00        | $3013320.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2045875.00        | $2073244.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1879215.00        | $1748614.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1525534.00        | $1523403.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1950553.00        | $2081037.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2282468.00        | $2381633.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $3764640.00        | $3607528.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2081230.00        | $2202585.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1906332.00        | $1957914.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3172759.00        | $3369758.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3034094.00        | $3222699.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1751992.00        | $1856789.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3226252.00        | $3425200.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2287869.00        | $2380759.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3532960.00        | $3693558.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1935455.00        | $2012112.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3639331.00        | $3456107.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3397573.00        | $3157222.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2985264.00        | $2924269.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1934658.00        | $2040751.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2044911.00        | $1877139.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1686082.00        | $1742447.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1966710.00        | $2028028.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $3796056.00        | $3685611.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2511571.00        | $2455081.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1976922.00        | $2015863.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2054361.00        | $1985165.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2458640.00        | $2515799.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2822133.00        | $2956362.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1477469.00        | $1579124.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $1575668.00        | $1706304.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 6.5000%  | 0.0000% | $2236810.00        | $2136631.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $3017470.00        | $3137022.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1482200.00        | $1517919.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2942730.00        | $3058906.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1444253.00        | $1481998.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1885977.00        | $1841510.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3117403.00        | $3195308.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1743061.00        | $1832363.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3098317.00        | $3279417.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1830727.00        | $1907784.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1980756.00        | $2012276.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3137911.00        | $3246164.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1567297.00        | $1674566.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1798971.00        | $1927621.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1545891.00        | $1559515.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2721711.00        | $2834857.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2354924.00        | $2441343.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2723898.00        | $2871481.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3135373.00        | $3297310.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3198126.00        | $3362772.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1409806.00        | $1511951.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $1365960.00        | $1483248.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3456463.00        | $3751766.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $1530759.00        | $1641294.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2486700.00        | $2701955.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2418401.00        | $2464957.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1421572.00        | $1488788.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2673367.00        | $2503321.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1550000.00        | $1600580.76        | Agency Mortgage-Backed Securities |

### Security 230: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.610000%
- **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: ARP1EJJ96, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EJJ96_3.61_0126
- **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:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $97734824.00       | $39561680.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $101217666.00      | $47912934.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $187000.00         | $176377.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $388892.00         | $123504.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $636779.00         | $444177.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $8369603.00        | $2036633.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1017.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $4587.00           | $3596.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $96613.00          | $89881.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $193535.00         | $189918.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $159603.00         | $159287.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $50090699.00       | $51309847.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $61854997.00       | $63991143.98       | Agency Mortgage-Backed Securities |

### Security 231: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.530000%
- **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: ARP1EJQ15, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EJQ15_3.53_0306
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $945168.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $6261176.00        | $2903429.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $610.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $87161.00          | $53875.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $17000.00          | $10820.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $172981.00         | $109564.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $19999.00          | $14375.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.5000%  | 0.0000% | $23703743.00       | $18298072.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $7929860.00        | $6148460.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $35000.00          | $25729.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $87048.00          | $63739.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $143105.00         | $112303.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $34000.00          | $26324.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1638000.00        | $1113407.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $670.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $779.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $2274000.00        | $1689743.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0500%  | 0.0000% | $1103.00           | $1046.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $148191.00         | $24194.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $98999.00          | $51296.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $22000.00          | $14466.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $2850241.00        | $1747490.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $627.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $3501518.00        | $2267580.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $576.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1015000.00        | $665893.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $205131.00         | $201031.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $929.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $173204.00         | $176077.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $114859.00         | $115412.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $105536.00         | $49729.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $30435232.00       | $24888555.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $12623216.00       | $11775204.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-02      | 6.0000%  | 0.0000% | $15913685.00       | $13322622.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $564637.00         | $537733.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $2933309.00        | $3103145.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $545995.00         | $548413.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $65000.00          | $55809.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 7.0000%  | 0.0000% | $332413.00         | $353517.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1003.00           | $1032.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2369090.00        | $2407332.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $2904916.00        | $3070816.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $4864056.00        | $4919998.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $128.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $94947.00          | $5413.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $2719512.00        | $148403.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $1260000.00        | $75852.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $6245669.00        | $652267.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $1000.00           | $128.97            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1024.00           | $93.10             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $49994700.00       | $5938684.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $6069.00           | $893.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $1877865.00        | $68172.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $1012.00           | $386.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $22131760.00       | $11174643.78       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $25837.00          | $14908.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1002.00           | $760.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1234.00           | $923.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $650.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1129.00           | $557.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $580.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2014.00           | $1167.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1060028.00        | $846851.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $521800.00         | $118402.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $41043.00          | $17119.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $2390.00           | $855.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-15      | 3.5000%  | 0.0000% | $1000.00           | $61.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $6317024.00        | $6440001.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $17087.00          | $6651.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $964.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $752.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $5521712.00        | $5953401.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1076.00           | $1147.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $10539248.00       | $10072728.94       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $970.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $12897264.00       | $12828490.20       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $10215296.00       | $10363724.25       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $29079.00          | $30810.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $5138.00           | $5317.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1016.00           | $603.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $10736.00          | $11102.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $751956.00         | $771680.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $8859.00           | $64.74             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $10014.00          | $355.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.1250%  | 0.0000% | $1455.00           | $22.26             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.1250%  | 0.0000% | $3024.00           | $47.50             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $219925.00         | $11789.41          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-06-04      | N/A      | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $163.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 0.6250%  | 0.0000% | $366300.00         | $397867.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 1.2500%  | 0.0000% | $48786000.00       | $46889741.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 4.6250%  | 0.0000% | $18118700.00       | $18481894.64       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $54312.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $95000.00          | $65714.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2250000.00        | $1732392.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $33212.00          | $21505.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1710886.00        | $1235270.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $10000.00          | $7548.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3692920.00        | $2629223.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $769.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-11-01      | 5.0000%  | 0.0000% | $1000.00           | $795.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $8798072.00        | $4797365.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $21629670.00       | $21516241.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1890833.00        | $1736661.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1093.00           | $1094.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 4.9450%  | 0.0000% | $6520537.00        | $70281.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $107068792.00      | $846613.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $1004.00           | $141.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $128000.00         | $7920.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 6.1160%  | 0.0000% | $21868.00          | $655.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $7000000.00        | $881122.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 3.8800%  | 0.0000% | $3678816.00        | $2829486.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $12002000.00       | $1781428.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 2.5000%  | 0.0000% | $104760.00         | $26949.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $203000.00         | $28833.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1125000.00        | $149354.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $432182.00         | $59930.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $169000.00         | $25671.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 4.0000%  | 0.0000% | $2347807.00        | $374678.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $7938328.00        | $84233.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 5.1720%  | 0.0000% | $7947.00           | $36.81             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.3480%  | 0.0000% | $3565000.00        | $21529.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 7.0000%  | 0.0000% | $1151840.00        | $892078.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1360480.00        | $1458592.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $7132147.00        | $7122584.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $25494320.00       | $18522037.29       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $815.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $716.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $115895000.00      | $83744758.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $782.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $30000.00          | $23864.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1442990.00        | $1151381.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $7419923.00        | $6076545.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $124000.00         | $95238.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.5000%  | 0.0000% | $1000.00           | $778.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $65000.00          | $50998.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $114000.00         | $75894.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $816.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $864.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $4660785.00        | $4217565.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $3348288.00        | $3418214.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $5292230.00        | $5324968.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $201.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $6699056.00        | $1522513.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $22099178.00       | $3935903.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $1067024.00        | $261672.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.4000%  | 0.0000% | $3000000.00        | $2857216.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $1877.00           | $1790.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 3.0000%  | 0.0000% | $958000.00         | $149471.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $263.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $204.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $7441000.00        | $1519859.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $11887066.00       | $2996684.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $679000.00         | $163292.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $38810815.00       | $5282909.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1046.00           | $1021.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1685006.00        | $1497128.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1468965.00        | $1567731.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $941.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $144097.00         | $146099.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $994094.00         | $1027914.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1044495.00        | $1022199.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $9538121.00        | $8199366.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $300308.00         | $308254.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1567450.00        | $1528223.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1970708.00        | $1675694.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $921.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $176262.00         | $181323.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $476788.00         | $384648.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1401602.00        | $1363237.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $2338880.00        | $2438939.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2782592.00        | $2672024.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1696968.00        | $1845504.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1603672.00        | $1735979.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $41722720.00       | $41355156.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $8158256.00        | $8352202.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1005.00           | $946.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4068470.00        | $4167292.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3625096.00        | $3755863.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1212794.00        | $1276267.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $2375472.00        | $2508155.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $5916097.00        | $6169070.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $2115068.00        | $2216514.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.1880%  | 0.0000% | $908723.00         | $756824.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.2430%  | 0.0000% | $1533102.00        | $1425043.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 6.2870%  | 0.0000% | $4233369.00        | $4427598.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 6.2340%  | 0.0000% | $6830647.00        | $7151061.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 1.9450%  | 0.0000% | $5889193.00        | $5667639.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 6.4300%  | 0.0000% | $133342.00         | $178.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 6.3060%  | 0.0000% | $7780.00           | $11.34             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 6.2690%  | 0.0000% | $18185.00          | $50.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 6.3050%  | 0.0000% | $40496.00          | $23.43             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 6.4390%  | 0.0000% | $5717.00           | $69.55             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.2750%  | 0.0000% | $1365.00           | $39.94             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $7040.00           | $95.05             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 7.1800%  | 0.0000% | $500000.00         | $11532.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.2450%  | 0.0000% | $1383823.00        | $5737.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-04-01      | 6.5000%  | 0.0000% | $2100000.00        | $7703.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 5.6770%  | 0.0000% | $71176.00          | $659.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.4650%  | 0.0000% | $4449307.00        | $4671902.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-02-01      | 6.5100%  | 0.0000% | $519291.00         | $2040.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 4.0000%  | 0.0000% | $3793556.00        | $401689.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 5.5000%  | 0.0000% | $5145218.00        | $120950.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.0000%  | 0.0000% | $1227244.00        | $577821.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 5.5000%  | 0.0000% | $1129.00           | $6.59              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $2174707.00        | $467913.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $7.86              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $751876.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $155.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $1008000.00        | $329399.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $55000.00          | $11753.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $198000.00         | $80197.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.0000%  | 0.0000% | $494906.00         | $302454.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1346.00           | $897.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1070000.00        | $764359.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $140000.00         | $97958.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $44001.00          | $32621.76          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $716.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-06-01      | 6.4160%  | 0.0000% | $8576736.00        | $2400188.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 6.5080%  | 0.0000% | $7651862.00        | $1794945.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $8750544.00        | $2602923.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $38572751.00       | $30186954.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.3670%  | 0.0000% | $25423750.00       | $25408159.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $75762.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $105000.00         | $15501.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $6238720.00        | $6313499.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-06-01      | 6.0000%  | 0.0000% | $1104.00           | $53.02             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $22990000.00       | $192306.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $1301153.00        | $16613.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $11.67             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $12404475.00       | $232136.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1254.00           | $41.88             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $5006823.00        | $327366.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 4.5000%  | 0.0000% | $15968000.00       | $808218.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 3.0000%  | 0.0000% | $1176000.00        | $105587.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 3.5000%  | 0.0000% | $1000.00           | $64.92             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1002.00           | $94.59             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $45953.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-05-01      | 4.0000%  | 0.0000% | $715000.00         | $78314.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1916.00           | $147.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1056.00           | $649.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $393923538.00      | $33725074.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $14955745.00       | $6513780.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $972.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 2.0000%  | 0.0000% | $2187.00           | $1102.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 1.5000%  | 0.0000% | $16002.00          | $9116.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $495.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 2.5000%  | 0.0000% | $1000.00           | $447.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $69479.00          | $40411.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1420.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $666.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2077744.00        | $1521014.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $14001.00          | $9438.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $697.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $9975.00           | $7101.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $61001.00          | $35034.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $771.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2154000.00        | $1534191.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $52000.00          | $41231.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $51354741.00       | $36675765.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $595.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $18498017.00       | $14689029.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $634.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $7498000.00        | $5107842.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $27000.00          | $22470.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $7987496.00        | $6593125.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1383950.00        | $1063591.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $1470000.00        | $741536.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $514.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 6.0000%  | 0.0000% | $85000.00          | $46186.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1280.00           | $888.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $8336320.00        | $7520999.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $438231.00         | $404263.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $41416578.00       | $40526742.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 5.5000%  | 0.0000% | $3072.00           | $3035.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 6.2770%  | 0.0000% | $19548165.00       | $251714.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1120.00           | $1127.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $4826904.00        | $2756876.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $853.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1645986.00        | $1411160.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1010.00           | $1071.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $158343.00         | $150767.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2118.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $930.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $618960.00         | $648784.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $377161.00         | $384869.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $5070464.00        | $4840353.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1004.00           | $833.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $20272972.00       | $20105736.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2848000.00        | $2657596.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $3029697.00        | $3187387.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2718409.00        | $2518780.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $110588.00         | $107237.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $15293906.00       | $15753690.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $297000.00         | $246703.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $40000.00          | $31977.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $974.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $110365224.00      | $95490480.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $920388.00         | $877550.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $990.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 4.0000%  | 0.0000% | $26360.00          | $25685.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $13358669.00       | $13797059.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1640.00           | $1685.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $7187344.00        | $5944776.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $837.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $74000.00          | $62108.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $38818563.00       | $32695246.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $582693.00         | $488469.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2620830.00        | $2511220.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $3289468.00        | $1865385.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $849000.00         | $482593.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $7269944.00        | $3467220.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $48000.00          | $15422.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2787110.00        | $1563468.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1006.00           | $563.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $26000.00          | $15546.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $613.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $307643.00         | $165016.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $610.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $159189.00         | $82340.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $650.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $701.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $35000.00          | $24048.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $260000.00         | $166288.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1361020.00        | $963967.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $110000.00         | $81736.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1681000.00        | $1278187.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1040.00           | $805.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $22931545.00       | $17472202.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $70000.00          | $45690.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $96600.00          | $76108.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $12122000.00       | $9549869.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $31923397.00       | $19623114.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $10000.00          | $6817.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $658.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $835.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $200987.00         | $149787.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1013.00           | $797.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $10116624.00       | $8060187.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $76000.00          | $49738.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1629.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $500000.00         | $413280.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $2346792.00        | $1753652.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $884.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $25009600.00       | $22319881.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $2381327.00        | $2087931.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $9569156.00        | $8318271.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $719670.00         | $638818.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $28220.00          | $7007.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1445676.00        | $513786.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-02-01      | 1.5800%  | 0.0000% | $1000.00           | $853.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 2.4500%  | 0.0000% | $1111.00           | $796.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 4.9400%  | 0.0000% | $8581968.00        | $8991068.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-03-01      | 5.0700%  | 0.0000% | $50000.00          | $50525.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 4.8600%  | 0.0000% | $13587.00          | $13428.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $7049.00           | $7013.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $48000.00          | $27955.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $14936150.00       | $9281423.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1336470.00        | $687738.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $589.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $250000.00         | $166399.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $3571639.00        | $3366083.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $6758360.00        | $5647821.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $68000.00          | $52175.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $25665.00          | $19916.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $224999.00         | $178401.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $423486.00         | $338034.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $382704.00         | $366668.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 3.5000%  | 0.0000% | $400777.00         | $354850.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $682.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1198067.00        | $1208107.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $167077.00         | $174975.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $597064.00         | $402050.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1838028.00        | $1821700.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $972.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 4.7100%  | 0.0000% | $1000.00           | $1030.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 4.7700%  | 0.0000% | $310025.00         | $321730.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 4.7450%  | 0.0000% | $2010000.00        | $2081385.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $75725270.00       | $76892617.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 4.6300%  | 0.0000% | $1000.00           | $1023.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $211.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $220.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2891157.00        | $1207953.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $312227.00         | $83357.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $380.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1037.00           | $565.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $506.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $556.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $7872992.00        | $4704585.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $16589999.00       | $10777837.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $12996768.00       | $7857318.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $126890.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $19001.00          | $11314.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $51000.00          | $32717.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $658.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $9000.00           | $6428.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $172000.00         | $126305.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $22223904.00       | $15988753.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2225000.00        | $1707659.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $16490.00          | $11619.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $7000.00           | $5543.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $80000.00          | $67373.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $21706624.00       | $16762119.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $786153.00         | $606460.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1001.00           | $831.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1726320.00        | $1364679.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $18999.00          | $17263.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1046.00           | $1086.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $7063115.00        | $7249230.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $2309016.00        | $2398110.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1054.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $338192.00         | $356274.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $3686663.00        | $3774424.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $67167232.00       | $54413662.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $913996.00         | $887514.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1069991.00        | $1015758.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1010.00           | $861.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $48748052.00       | $45601384.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $114002.00         | $106958.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 7.0000%  | 0.0000% | $39340.00          | $33321.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $908.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1016.00           | $1026.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $20665600.00       | $19593330.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $41737491.00       | $42171861.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $42844032.00       | $42437930.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $988.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $9359061.00        | $9776634.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 7.0000%  | 0.0000% | $1024.00           | $1060.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1035.00           | $1072.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $21756416.00       | $22772602.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $27388034.00       | $29049678.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 5.0000%  | 0.0000% | $2459108.00        | $677357.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $130000.00         | $30508.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $55000.00          | $11840.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $2773210.00        | $1020974.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $289990.00         | $87940.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $187.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $360.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $2000.00           | $427.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $211000.00         | $103520.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1040.00           | $558.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1321362.00        | $670142.94         | Agency Mortgage-Backed Securities  |

### Security 232: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ELAO7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ELAO7_3.72_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $4131000.00        | $4025576.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $841000.00         | $818731.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-31      | 3.8750%  | 0.0000% | $131692800.00      | $135182389.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-10-31      | 3.7500%  | 0.0000% | $113674400.00      | $114973396.90      | U.S. Treasuries (including strips) |

### Security 233: Natixis SA

- **C.1 - Title:** Natixis SA 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENW19, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1ENW19_3.69_0727
- **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:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $50449490.00       | $40646369.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.9200%  | 0.0000% | $14911024.00       | $12660039.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1014.00           | $926.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $860.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $2519.00           | $2497.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 3.6800%  | 0.0000% | $3327724.00        | $3328498.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13510279.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5100%  | 0.0000% | $11981269.00       | $11623795.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1113.00           | $753.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1058.00           | $1096.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $994.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.5000%  | 0.0000% | $1000.00           | $937.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9325162.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3400%  | 0.0000% | $9334385.00        | $8632256.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-08-01      | 3.8600%  | 0.0000% | $1000.00           | $993.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1002.00           | $585.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1002.00           | $799.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1034.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $909.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1130.00           | $1130.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $8424810.00        | $8142444.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $50932368.00       | $47543877.89       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $53105200.00       | $36145887.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $8747700.00        | $6548350.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $1300.00           | $933.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $7173200.00        | $5431097.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 2.6250%  | 0.0000% | $400.00            | $390.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $199.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 1.6250%  | 0.0000% | $300.00            | $300.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $993.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-08-15      | 2.7500%  | 0.0000% | $499900.00         | $471846.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-15      | 4.1250%  | 0.0000% | $1467300.00        | $1481499.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |

### Security 234: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **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: ARP1ENWC5, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1ENWC5_3.71_0306
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2066-02-20      | 0.0046%  | 0.0000% | $58002227.00       | $246.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 2.0003%  | 0.0000% | $76467000.00       | $215483.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3710%  | 0.0000% | $947000.00         | $1281.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.6310%  | 0.0000% | $116481213.00      | $553923.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6733%  | 0.0000% | $62614494.00       | $454285.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6754%  | 0.0000% | $36772864.00       | $287283.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $20205.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 4.0000%  | 0.0000% | $41266071.00       | $518.77            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8528%  | 0.0000% | $28433000.00       | $498238.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.9328%  | 0.0000% | $26136191.00       | $382484.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1347.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6828%  | 0.0000% | $25000000.00       | $534015.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2328%  | 0.0000% | $20000000.00       | $477021.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6328%  | 0.0000% | $60000000.00       | $1397917.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $652.39            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $18004.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $12356.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $29822.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $473781.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.2828%  | 0.0000% | $92208232.00       | $2732832.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $1132.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $330224.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $477986.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 2.2573%  | 0.0000% | $18300000.00       | $1476.56           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $313.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.4488%  | 0.0000% | $86271611.00       | $32015.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.9773%  | 0.0000% | $100000000.00      | $13730.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 4.5000%  | 0.0000% | $600000.00         | $171778.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.3628%  | 0.0000% | $71726826.00       | $882035.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6098%  | 0.0000% | $55026781.00       | $687886.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6009%  | 0.0000% | $92200000.00       | $1073577.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $134494000.00      | $806720.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.5241%  | 0.0000% | $27850322.00       | $351923.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.4132%  | 0.0000% | $23503901.00       | $276384.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4872%  | 0.0000% | $55270998.00       | $203772.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 1.7431%  | 0.0000% | $18261779.00       | $367818.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 2.8075%  | 0.0000% | $50590001.00       | $969646.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 1.9888%  | 0.0000% | $43042938.00       | $221875.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.6536%  | 0.0000% | $26187556.00       | $656932.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7539%  | 0.0000% | $51548315.00       | $187698.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 1.9075%  | 0.0000% | $20136422.00       | $158043.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 2.2749%  | 0.0000% | $37253678.00       | $335397.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8287%  | 0.0000% | $48280052.00       | $342026.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.4696%  | 0.0000% | $885000.00         | $10588.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6345%  | 0.0000% | $138465286.00      | $506560.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8259%  | 0.0000% | $100000000.00      | $705917.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7496%  | 0.0000% | $130000000.00      | $1588163.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9859%  | 0.0000% | $150000000.00      | $758044.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4269%  | 0.0000% | $96712448.00       | $420386.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7229%  | 0.0000% | $120000000.00      | $586923.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7482%  | 0.0000% | $60771193.00       | $916150.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-16      | 0.8288%  | 0.0000% | $106897339.00      | $1038332.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7172%  | 0.0000% | $115000000.00      | $1284608.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.6019%  | 0.0000% | $75015040.00       | $1099315.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 0.6791%  | 0.0000% | $142417131.00      | $1084994.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.9319%  | 0.0000% | $33100000.00       | $1371207.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.5975%  | 0.0000% | $51281946.00       | $1441334.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-11-16      | 0.5013%  | 0.0000% | $125622164.00      | $543787.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $46145.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.4000%  | 0.0000% | $120483604.00      | $295258.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.7903%  | 0.0000% | $87000000.00       | $681177.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1336%  | 0.0000% | $7500000.00        | $386301.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9869%  | 0.0000% | $37968934.00       | $1023089.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $15500000.00       | $1201891.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2571%  | 0.0000% | $10555000.00       | $399451.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9391%  | 0.0000% | $1478000.00        | $56385.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.0564%  | 0.0000% | $661000.00         | $22261.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8769%  | 0.0000% | $1304000.00        | $39205.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9725%  | 0.0000% | $13000000.00       | $502909.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9648%  | 0.0000% | $35000000.00       | $1144643.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7990%  | 0.0000% | $510000.00         | $18988.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1691%  | 0.0000% | $7400000.00        | $481605.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8816%  | 0.0000% | $465000.00         | $20764.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7592%  | 0.0000% | $105000.00         | $4725.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8351%  | 0.0000% | $2500000.00        | $120730.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7871%  | 0.0000% | $210525.00         | $9398.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6080%  | 0.0000% | $220000.00         | $6804.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.7643%  | 0.0000% | $43000000.00       | $1597996.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.8364%  | 0.0000% | $107856235.00      | $785640.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.6891%  | 0.0000% | $29320000.00       | $1419304.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 0.6340%  | 0.0000% | $53010043.00       | $65405.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 2.0449%  | 0.0000% | $11564324.00       | $166236.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.0884%  | 0.0000% | $86443221.00       | $73179.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $55688.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5630000.00        | $346094.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $3872000.00        | $49116.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0700%  | 0.0000% | $100000000.00      | $156219.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $50000000.00       | $20355.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $30000000.00       | $13390.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $125000000.00      | $276949.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2000%  | 0.0000% | $30000000.00       | $132906.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $75000000.00       | $90104.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $108271.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $120139.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $114964.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2885%  | 0.0000% | $50000000.00       | $706124.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1424945.00        | $154291.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $384615.00         | $56081.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $4861111.00        | $426191.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $3668125.00        | $311016.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1125000.00        | $180081.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2145371.00        | $376855.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $5725000.00        | $544061.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $2916667.00        | $261783.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $3689000.00        | $330142.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $900000.00         | $91396.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $63000000.00       | $624821.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $100344.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $407855.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3234585.00        | $402889.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $1088328.00        | $89094.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $18539500.00       | $530101.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $15052750.00       | $395252.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $4384.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $1008.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $28701143.00       | $353239.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $89070.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 6.0000%  | 0.0000% | $17740444.00       | $981443.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $18500000.00       | $270243.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.1385%  | 0.0000% | $96000000.00       | $1374920.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $16896000.00       | $1187886.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $478668.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $917354.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $30000000.00       | $10122.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $1185782.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $20476.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $8083332.00        | $459237.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1904166.00        | $177315.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $136163.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $30000000.00       | $35434.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $100000000.00      | $667303.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $364517.00         | $296338.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5885%  | 0.0000% | $50000000.00       | $724657.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.8409%  | 0.0000% | $4863186.00        | $183437.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.9486%  | 0.0000% | $115680000.00      | $8509945.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.9150%  | 0.0000% | $19820000.00       | $1320541.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.7586%  | 0.0000% | $27380000.00       | $1557306.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-06-20      | 0.8426%  | 0.0000% | $11830000.00       | $740063.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0083%  | 0.0000% | $77663932.00       | $322852.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7079%  | 0.0000% | $107610000.00      | $6576561.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.5810%  | 0.0000% | $64724603.00       | $676311.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $11292000.00       | $830578.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2683%  | 0.0000% | $850000.00         | $70368.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.1385%  | 0.0000% | $32000000.00       | $1244917.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.4385%  | 0.0000% | $25000000.00       | $255375.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 0.6385%  | 0.0000% | $36390000.00       | $762504.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $225643.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $93973.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $4000000.00        | $1502657.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $277777.00         | $16394.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 0.0685%  | 0.0000% | $40315110.00       | $529917.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $4206831.00        | $298611.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $2144825.00        | $75883.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $3691254.00        | $263686.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $57915422.00       | $851632.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $1410.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $340796.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $8333333.00        | $607078.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 0.6185%  | 0.0000% | $50000000.00       | $975121.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.9570%  | 0.0000% | $3636000.00        | $7824.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $4674401.00        | $4931882.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.8087%  | 0.0000% | $10143000.00       | $56918.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 6.5000%  | 0.0000% | $7100000.00        | $449.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $5.01              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8643%  | 0.0000% | $22838000.00       | $97435.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1199%  | 0.0000% | $17467174.00       | $5509.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.4047%  | 0.0000% | $8648000.00        | $7602.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 4.4769%  | 0.0000% | $1700000.00        | $2169.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.9966%  | 0.0000% | $19007000.00       | $12686.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 2.0913%  | 0.0000% | $7179000.00        | $42476.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.9882%  | 0.0000% | $107060003.00      | $783621.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-06-15      | 3.5000%  | 0.0000% | $1381184.00        | $1769870.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $3097.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-15      | 4.0000%  | 0.0000% | $38065500.00       | $453608.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 2.0794%  | 0.0000% | $2700000.00        | $9742.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 4.5000%  | 0.0000% | $1300000.00        | $261717.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 0.2500%  | 0.0000% | $26913435.00       | $2399.98           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-06-25      | 4.5000%  | 0.0000% | $3373000.00        | $645648.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-03-25      | 5.5000%  | 0.0000% | $17630746.00       | $42762.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1499%  | 0.0000% | $45683000.00       | $25830.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $51507067.00       | $29.22             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9081%  | 0.0000% | $35100000.00       | $3010.09           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $12185.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3964%  | 0.0000% | $303515873.00      | $18938.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.92              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 2.2183%  | 0.0000% | $14655000.00       | $2061.21           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 2.2183%  | 0.0000% | $3918472.00        | $2101.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.5173%  | 0.0000% | $1044408.00        | $1358.06           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 2.4773%  | 0.0000% | $1085000.00        | $1075.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $110208.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3328%  | 0.0000% | $25000000.00       | $396098.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.0828%  | 0.0000% | $123288348.00      | $3892677.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $134230.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $48776.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $10854.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $43611.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2000%  | 0.0000% | $105000000.00      | $153415.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.0000%  | 0.0000% | $14987288.00       | $5779.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 3.0000%  | 0.0000% | $16703515.00       | $8111.09           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 2.5000%  | 0.0000% | $3899999.00        | $1468.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $11661473.00       | $39017.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-01-15      | 2.5000%  | 0.0000% | $19400000.00       | $7578.83           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 2.5000%  | 0.0000% | $12000000.00       | $3245.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $1066.70           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 4.0000%  | 0.0000% | $25304885.00       | $989.70            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 3.5000%  | 0.0000% | $13542857.00       | $2841.15           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.8773%  | 0.0000% | $34114911.00       | $52991.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 2.8183%  | 0.0000% | $85000000.00       | $2644.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3856000.00        | $886774.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.8683%  | 0.0000% | $44300953.00       | $3039.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 3.2083%  | 0.0000% | $7600000.00        | $3949.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $5.99              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.2828%  | 0.0000% | $54677680.00       | $2059811.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $124816.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1455884.00        | $304350.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $737795.00         | $18659.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1083333.00        | $157404.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $3775039.00        | $534245.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1272727.00        | $1040986.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $175000000.00      | $344682.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $25000000.00       | $49216.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $80000000.00       | $93236.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $4687500.00        | $437258.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $23726.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1100%  | 0.0000% | $21147941.00       | $45603.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $9125000.00        | $648762.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0600%  | 0.0000% | $100000000.00      | $200755.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $75000000.00       | $144193.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30198473.00       | $69293.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 6.0000%  | 0.0000% | $1375000.00        | $108297.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2683%  | 0.0000% | $48182959.00       | $1630760.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | N/A      | 0.0000% | $1000000.00        | $994611.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | N/A      | 0.0000% | $840000.00         | $839979.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.5385%  | 0.0000% | $20800000.00       | $1652042.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.0385%  | 0.0000% | $27867319.00       | $502695.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 0.0683%  | 0.0000% | $45000000.00       | $259020.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $43973.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.3183%  | 0.0000% | $18715770.00       | $524961.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $5371079.00        | $269413.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-16      | 4.0000%  | 0.0000% | $4155500.00        | $143514.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 1.3351%  | 0.0000% | $2521085.00        | $7127.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.5000%  | 0.0000% | $26119212.00       | $1029684.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $28907790.00       | $1315189.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $8333333.00        | $102532.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 0.1683%  | 0.0000% | $75000000.00       | $412512.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $20944.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4569062.00        | $181193.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $65373689.00       | $296649.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 0.4183%  | 0.0000% | $5500000.00        | $148418.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 1.3216%  | 0.0000% | $58785697.00       | $903727.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $200000.00         | $15470.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $300000.00         | $26449.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $21421581.00       | $1134381.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $1599000.00        | $26439.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $200000.00         | $18487.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $22752607.00       | $126935.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5197000.00        | $68195.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7900000.00        | $179810.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5183%  | 0.0000% | $230000.00         | $23123.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $845000.00         | $69195.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $300000.00         | $20237.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $220000.00         | $15781.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $9536654.00        | $427711.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2100000.00        | $139039.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5183%  | 0.0000% | $475000.00         | $44517.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5183%  | 0.0000% | $100000.00         | $9072.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 6.1000%  | 0.0000% | $147306.00         | $206423.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $5373900.00        | $400388.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $4484.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $150000.00         | $12954.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2500%  | 0.0000% | $12500000.00       | $35685.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 3.3328%  | 0.0000% | $60000000.00       | $2369573.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $653068.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.0328%  | 0.0000% | $59474698.00       | $1810095.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $3172073.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $44487.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $145525.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3697%  | 0.0000% | $122750000.00      | $3447843.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1090764.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $136812.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1000%  | 0.0000% | $17000000.00       | $26990.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $62848.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $84116.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $97656.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.5828%  | 0.0000% | $3000000.00        | $36350.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $23750.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $121018.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $45448.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $4433.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $49031.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.4828%  | 0.0000% | $25000000.00       | $468420.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-12-15      | 2.0890%  | 0.0000% | $71407604.00       | $641141.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 1.9887%  | 0.0000% | $105496846.00      | $911165.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-15      | 4.0000%  | 0.0000% | $23334500.00       | $165080.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $365928.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1981%  | 0.0000% | $69118725.00       | $804110.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-15      | 2.2811%  | 0.0000% | $60881642.00       | $702685.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9457%  | 0.0000% | $45392838.00       | $1631363.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9176%  | 0.0000% | $2368000.00        | $82277.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 2.2383%  | 0.0000% | $5970310.00        | $71060.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $9820000.00        | $68006.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.2819%  | 0.0000% | $87067583.00       | $98453.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 2.6983%  | 0.0000% | $6057000.00        | $20103.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.3546%  | 0.0000% | $12830316.00       | $257.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-20      | 5.0147%  | 0.0000% | $3000000.00        | $76.67             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.5000%  | 0.0000% | $11077125.00       | $2853.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.0127%  | 0.0000% | $534000.00         | $20015.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7619%  | 0.0000% | $2000000.00        | $59757.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7136%  | 0.0000% | $34788000.00       | $1012630.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $101946.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7472%  | 0.0000% | $9850000.00        | $48657.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.0828%  | 0.0000% | $160000000.00      | $4401862.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.5468%  | 0.0000% | $19428364.00       | $82150.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.0119%  | 0.0000% | $160000000.00      | $3763.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $212.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5888%  | 0.0000% | $70404789.00       | $163376.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1663%  | 0.0000% | $32327393.00       | $5352.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0310%  | 0.0000% | $186970000.00      | $2020.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0252%  | 0.0000% | $150896202.00      | $6955.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 2.2683%  | 0.0000% | $24000000.00       | $158098.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-16      | 4.5000%  | 0.0000% | $31800000.00       | $13230.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1700000.00        | $36337.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 2.3683%  | 0.0000% | $13861142.00       | $17750.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.7622%  | 0.0000% | $3154000.00        | $13249.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 1.0179%  | 0.0000% | $32319064.00       | $57135.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.4183%  | 0.0000% | $43933666.00       | $87237.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $10066.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4878%  | 0.0000% | $244000.00         | $573.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2204%  | 0.0000% | $15280000.00       | $18802.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.0804%  | 0.0000% | $44160000.00       | $20645.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1440%  | 0.0000% | $5550000.00        | $19.18             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2534%  | 0.0000% | $40670000.00       | $59425.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4620%  | 0.0000% | $4500000.00        | $12361.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8718%  | 0.0000% | $1315000.00        | $4068.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.5749%  | 0.0000% | $5915000.00        | $23211.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $116.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1236%  | 0.0000% | $67275564.00       | $33131.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1796%  | 0.0000% | $2369000.00        | $1252.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3653%  | 0.0000% | $53026847.00       | $24810.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $50815.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.4259%  | 0.0000% | $81620726.00       | $484089.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.7065%  | 0.0000% | $212570560.00      | $124198.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-02-20      | 4.0000%  | 0.0000% | $26831725.00       | $758.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-07-20      | 1.3001%  | 0.0000% | $73086544.00       | $1384.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3183%  | 0.0000% | $72207000.00       | $124250.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-05-20      | 4.0000%  | 0.0000% | $11049609.00       | $13196.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.5000%  | 0.0000% | $25616000.00       | $70777.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-16      | 3.5000%  | 0.0000% | $376496.00         | $509355.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-08-20      | 4.0000%  | 0.0000% | $11166508.00       | $11584.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $6902.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $1000000.00        | $30452.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 2.3259%  | 0.0000% | $11167583.00       | $2545.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 3.5000%  | 0.0000% | $17360904.00       | $66561.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-07-16      | 4.0000%  | 0.0000% | $847020.00         | $0.21              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.8183%  | 0.0000% | $59403599.00       | $503781.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2464%  | 0.0000% | $2689000.00        | $4296.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.7429%  | 0.0000% | $125239007.00      | $982684.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2922%  | 0.0000% | $5831000.00        | $11371.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1597%  | 0.0000% | $5973000.00        | $763.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4925%  | 0.0000% | $23000000.00       | $97435.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7294%  | 0.0000% | $288270000.00      | $146797.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.0133%  | 0.0000% | $155389291.00      | $5460.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $85000000.00       | $62.57             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1620%  | 0.0000% | $65000000.00       | $34090.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3665%  | 0.0000% | $2873000.00        | $613.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-16      | 0.4270%  | 0.0000% | $138479564.00      | $549535.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3406%  | 0.0000% | $657000.00         | $40.19             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.1702%  | 0.0000% | $15248565.00       | $19323.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 2.5095%  | 0.0000% | $17909885.00       | $86513.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5442%  | 0.0000% | $125765018.00      | $1365975.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4784%  | 0.0000% | $10000000.00       | $82517.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.4842%  | 0.0000% | $7837000.00        | $41118.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4349%  | 0.0000% | $3360000.00        | $12126.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.4788%  | 0.0000% | $98900000.00       | $767438.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.4943%  | 0.0000% | $5253289.00        | $19974.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6878%  | 0.0000% | $14090000.00       | $103619.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5613%  | 0.0000% | $10000000.00       | $126783.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6550%  | 0.0000% | $30000000.00       | $601601.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6355%  | 0.0000% | $27650000.00       | $229064.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5268%  | 0.0000% | $45071000.00       | $373778.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5876%  | 0.0000% | $67000000.00       | $748562.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7433%  | 0.0000% | $62391760.00       | $692602.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.5615%  | 0.0000% | $35000000.00       | $294788.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6513%  | 0.0000% | $70000000.00       | $825206.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8306%  | 0.0000% | $66000000.00       | $615243.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5412%  | 0.0000% | $18000000.00       | $165892.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.5898%  | 0.0000% | $18080000.00       | $218410.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6463%  | 0.0000% | $3365000.00        | $33870.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9691%  | 0.0000% | $2898000.00        | $39419.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6243%  | 0.0000% | $160000000.00      | $910794.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 1.1374%  | 0.0000% | $110300000.00      | $1637037.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 0.5947%  | 0.0000% | $100098741.00      | $413964.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8202%  | 0.0000% | $31250000.00       | $171823.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6797%  | 0.0000% | $153600000.00      | $571837.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4588%  | 0.0000% | $2566000.00        | $5645.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6589%  | 0.0000% | $13700000.00       | $95610.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.7673%  | 0.0000% | $103924500.00      | $1675199.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7610%  | 0.0000% | $34581000.00       | $251376.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7421%  | 0.0000% | $15000000.00       | $70863.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.3683%  | 0.0000% | $100000.00         | $2477.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2683%  | 0.0000% | $200000.00         | $4358.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $9625875.00        | $125089.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8163%  | 0.0000% | $1566000.00        | $11085.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.1142%  | 0.0000% | $14348938.00       | $114501.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.3183%  | 0.0000% | $530000.00         | $10684.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $2647444.00        | $91389.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $7.01              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0001%  | 0.0000% | $92307606.00       | $0.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177706745.00      | $0.30              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0087%  | 0.0000% | $1840000.00        | $1304.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5867%  | 0.0000% | $7250000.00        | $37120.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $603233.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.1478%  | 0.0000% | $1157000.00        | $5680.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.2256%  | 0.0000% | $9026000.00        | $55023.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5633013.00        | $1070039.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $6218317.00        | $1035271.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7885%  | 0.0000% | $30000000.00       | $1499675.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.5000%  | 0.0000% | $4545454.00        | $530219.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $727272.00         | $71080.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8385%  | 0.0000% | $25960000.00       | $1046604.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2272727.00        | $302484.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0500%  | 0.0000% | $33360446.00       | $44223.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0200%  | 0.0000% | $20000000.00       | $10613.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.7723%  | 0.0000% | $8369515.00        | $171834.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 0.0500%  | 0.0000% | $100000000.00      | $147896.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.5385%  | 0.0000% | $5000000.00        | $111040.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3524522.00        | $646445.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1500%  | 0.0000% | $47642451.00       | $138837.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $46487681.00       | $45874.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2761428.00        | $471217.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2000%  | 0.0000% | $35965002.00       | $152919.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0300%  | 0.0000% | $15000000.00       | $10171.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2300%  | 0.0000% | $30000000.00       | $156329.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 0.6385%  | 0.0000% | $30000000.00       | $748798.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.3385%  | 0.0000% | $25000000.00       | $1100265.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $900573.00         | $894528.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $25086.00          | $19873.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 5.5000%  | 0.0000% | $181818.00         | $23375.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.3987%  | 0.0000% | $947790.00         | $30107.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $332000.00         | $308328.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.6004%  | 0.0000% | $30000000.00       | $548692.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $130000000.00      | $138803.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0300%  | 0.0000% | $80000000.00       | $63266.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $70000000.00       | $90560.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $5907500.00        | $761927.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $5058.00           | $4818.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1465678.00        | $1452036.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1798057.00        | $1719927.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.1250%  | 0.0000% | $253958.00         | $1059.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $26943.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $277953.00         | $278228.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $30000000.00       | $47811.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $79686.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $53897.00          | $53798.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $834625.00         | $160361.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.4828%  | 0.0000% | $98716908.00       | $3124766.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 4.5000%  | 0.0000% | $349953.00         | $20969.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $8818.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.7328%  | 0.0000% | $38000000.00       | $501927.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5703%  | 0.0000% | $33431422.00       | $45210.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3262%  | 0.0000% | $25812000.00       | $323613.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.6414%  | 0.0000% | $21066040.00       | $434162.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-10-20      | 2.7083%  | 0.0000% | $5190000.00        | $318.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.7983%  | 0.0000% | $34900000.00       | $1647.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-20      | 2.7283%  | 0.0000% | $1965000.00        | $2169.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $13322551.00       | $487292.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.2828%  | 0.0000% | $80000000.00       | $261677.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.4231%  | 0.0000% | $46268225.00       | $301451.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.5445%  | 0.0000% | $9000000.00        | $58322.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.3047%  | 0.0000% | $50000000.00       | $341644.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $2300000.00        | $109.93            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-06-15      | 2.5000%  | 0.0000% | $6600000.00        | $2620.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 2.5000%  | 0.0000% | $8000000.00        | $4410.84           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 2.0435%  | 0.0000% | $73541048.00       | $438823.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-15      | 0.1773%  | 0.0000% | $87729140.00       | $714705.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-12-15      | 3.0000%  | 0.0000% | $100000.00         | $101144.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.5000%  | 0.0000% | $1867308.00        | $272460.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-10-16      | 4.0000%  | 0.0000% | $900000.00         | $4.78              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5090%  | 0.0000% | $14686909.00       | $20672.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5751%  | 0.0000% | $151310000.00      | $243495.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.78              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2737%  | 0.0000% | $31600000.00       | $21024.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.3828%  | 0.0000% | $50000000.00       | $470188.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $39696.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $7184.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3462%  | 0.0000% | $50710000.00       | $74104.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6934%  | 0.0000% | $10010000.00       | $40791.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4409%  | 0.0000% | $60000000.00       | $60704.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $48850.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $57831.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.2000%  | 0.0000% | $94600000.00       | $211839.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 7.6172%  | 0.0000% | $3000000.00        | $2315672.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $28158000.00       | $39005.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $19341.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $29247.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $150724.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $323107.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.1328%  | 0.0000% | $82000000.00       | $1481810.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $3750000.00        | $47883.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-16      | 2.5000%  | 0.0000% | $18627226.00       | $1220.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-20      | 2.5000%  | 0.0000% | $25011927.00       | $2457.01           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4328%  | 0.0000% | $50000000.00       | $1174956.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $54893.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $35034.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.1328%  | 0.0000% | $25000000.00       | $544567.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $28720.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $153176.00         | $24814.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $142607.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $11982.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $34007.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.4000%  | 0.0000% | $3500000.00        | $30676.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $23820.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $3579.12           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $26392.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $379.88            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $15000000.00       | $45993.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $27126.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $86465.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $89770.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $48185.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $173375.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $162496.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $17193615.00       | $899.10            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.0000%  | 0.0000% | $19900000.00       | $1832.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.9825%  | 0.0000% | $29850000.00       | $620771.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $63294.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.7328%  | 0.0000% | $15000000.00       | $427781.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $5610.99           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.9328%  | 0.0000% | $25050000.00       | $774588.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $36292.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3070%  | 0.0000% | $2570000.00        | $3251.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3212%  | 0.0000% | $4700000.00        | $32343.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5018%  | 0.0000% | $69800000.00       | $28857.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | N/A      | 0.0000% | $38345000.00       | $102.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $14480000.00       | $3503.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.0945%  | 0.0000% | $15240000.00       | $4353.96           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 1.6488%  | 0.0000% | $22833470.00       | $932989.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.4781%  | 0.0000% | $974000.00         | $495.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 0.1263%  | 0.0000% | $20130000.00       | $7337.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2288%  | 0.0000% | $2550000.00        | $9394.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3100%  | 0.0000% | $6230000.00        | $80558.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 5.0000%  | 0.0000% | $128000.00         | $13908.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7328%  | 0.0000% | $74139548.00       | $1126721.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.5828%  | 0.0000% | $70118899.00       | $888029.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.2328%  | 0.0000% | $45319000.00       | $888411.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $31475.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $36288.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $8103.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6328%  | 0.0000% | $50666667.00       | $1045734.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.0000%  | 0.0000% | $25000000.00       | $856995.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5328%  | 0.0000% | $55000000.00       | $1609350.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.0328%  | 0.0000% | $30769235.00       | $1022095.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $53222.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 3.4385%  | 0.0000% | $45000000.00       | $1323394.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 6.5000%  | 0.0000% | $14548768.00       | $738069.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $54821.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $234150.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $180625.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $79639.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2385%  | 0.0000% | $30000000.00       | $1326790.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1250000.00        | $163740.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 6.0000%  | 0.0000% | $1468520.00        | $116305.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $416666.00         | $1755.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $29740.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1881711.00        | $124538.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $52219.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $87798.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $48727.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.5885%  | 0.0000% | $49098730.00       | $1703144.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.1885%  | 0.0000% | $10000000.00       | $214384.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $5029.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $94911.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $59518.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.8185%  | 0.0000% | $20000000.00       | $492474.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $7869.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $22762.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $82360.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $5743.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1107143.00        | $80441.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $1892021.00        | $78387.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $32287.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $130424.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $55641.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $273622.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $3223.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 3.5685%  | 0.0000% | $50000000.00       | $1060131.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $7701.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $201034.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $9912.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $3846154.00        | $160296.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 2.3885%  | 0.0000% | $50000000.00       | $913947.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9885%  | 0.0000% | $21555943.00       | $1551019.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $909090.00         | $147210.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 3.0385%  | 0.0000% | $50000000.00       | $1257967.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $242882.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $14032.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $28390.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $18515.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $28365.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $12183.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.6885%  | 0.0000% | $10000000.00       | $386074.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $64655.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $300000.00         | $363912.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $649436.00         | $114863.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $794909.00         | $271816.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $3750545.00        | $323311.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.1885%  | 0.0000% | $60000000.00       | $1224929.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $156090.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $113000.00         | $135092.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $200000000.00      | $170675.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5385%  | 0.0000% | $25000000.00       | $356308.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $1933.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $16046.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $10083.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3750000.00        | $73819.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $50769.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $83862.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $84365.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $17093.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $71553.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7685%  | 0.0000% | $10000000.00       | $442837.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $10937784.00       | $902188.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6385%  | 0.0000% | $25000000.00       | $643413.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.8885%  | 0.0000% | $45000000.00       | $667657.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $30452.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $28471.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $16398.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $31485.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $77287.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $31309.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $1485455.00        | $231319.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $100000000.00      | $81049.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $52022.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5385%  | 0.0000% | $45000000.00       | $842622.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5385%  | 0.0000% | $50000000.00       | $1380404.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2885%  | 0.0000% | $22500000.00       | $1291014.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $5969.25           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | N/A      | 0.0000% | $19104644.00       | $7634807.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 2.5828%  | 0.0000% | $100000000.00      | $3339362.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $182104.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 4.6691%  | 0.0000% | $4152591.00        | $2545094.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0605%  | 0.0000% | $19252093.00       | $23778.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.5563%  | 0.0000% | $39412051.00       | $1109163.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2328%  | 0.0000% | $1841091.00        | $54395.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2328%  | 0.0000% | $2504910.00        | $93713.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2328%  | 0.0000% | $68397376.00       | $2424506.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4328%  | 0.0000% | $26901946.00       | $1269225.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $236364.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.9828%  | 0.0000% | $50000000.00       | $2307406.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 3.4328%  | 0.0000% | $59438675.00       | $2684721.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 1.5828%  | 0.0000% | $20000000.00       | $462909.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $1210000.00        | $743438.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.7328%  | 0.0000% | $54747000.00       | $1770039.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $77699.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.2828%  | 0.0000% | $47618946.00       | $971426.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $49261.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.2328%  | 0.0000% | $90200000.00       | $3127977.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $6137.60           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.4328%  | 0.0000% | $55500000.00       | $1336349.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.7328%  | 0.0000% | $104766702.00      | $2617822.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $54985.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $19496.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $29282.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.3628%  | 0.0000% | $50000000.00       | $2267431.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $3174.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $5458.15           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $11312.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $87698.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $62843.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7828%  | 0.0000% | $35000000.00       | $1825326.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $116219.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2328%  | 0.0000% | $177633466.00      | $6405702.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.3328%  | 0.0000% | $31339944.00       | $665722.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 4.0000%  | 0.0000% | $2180131.00        | $1531094.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 3.3281%  | 0.0000% | $974273.00         | $483405.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.4328%  | 0.0000% | $10000000.00       | $114299.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.5708%  | 0.0000% | $1704000.00        | $10710.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-16      | N/A      | 0.0000% | $194494000.00      | $160.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $60445.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $5807.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4272977.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $252124239.00      | $46.91             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.02              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $677.33            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.3137%  | 0.0000% | $100000000.00      | $4318265.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | 0.3585%  | 0.0000% | $9719789.00        | $88954.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.7911%  | 0.0000% | $187842399.00      | $56596.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0644%  | 0.0000% | $50000000.00       | $14345.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.2057%  | 0.0000% | $7787000.00        | $2898.44           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4075%  | 0.0000% | $1411000.00        | $69949.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.6985%  | 0.0000% | $83000000.00       | $241756.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.4502%  | 0.0000% | $6230000.00        | $1343.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.6828%  | 0.0000% | $30254955.00       | $1076476.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $200000.00         | $21738.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $78136.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $43272.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $14529.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $36711.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $12999.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $0.29              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1443.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.1193%  | 0.0000% | $44177162.00       | $919085.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.3047%  | 0.0000% | $7020246.00        | $181732.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.0291%  | 0.0000% | $23262877.00       | $334880.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.2673%  | 0.0000% | $30602794.00       | $27429.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2276%  | 0.0000% | $28607880.00       | $1300022.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.4645%  | 0.0000% | $4669000.00        | $107297.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $42412.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $32143.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 3.4828%  | 0.0000% | $43000000.00       | $2245824.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2468.37           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.0867%  | 0.0000% | $220339174.00      | $425431.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $49.64             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 3.3147%  | 0.0000% | $300000.00         | $37174.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4328%  | 0.0000% | $47400308.00       | $444440.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $61093.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $6466.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $6025.68           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $14613.85          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $45000.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $17177.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3565%  | 0.0000% | $7384000.00        | $41950.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 3.0000%  | 0.0000% | $100000.00         | $94763.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.8258%  | 0.0000% | $33800000.00       | $871552.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.6328%  | 0.0000% | $2420000.00        | $49359.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $170416.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $9014.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $5187.86           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | N/A      | 0.0000% | $35000000.00       | $67054.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $90129.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $54567.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.3428%  | 0.0000% | $7000000.00        | $136542.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $165872.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.8683%  | 0.0000% | $3050000.00        | $428.58            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.5000%  | 0.0000% | $1900000.00        | $330347.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-04-25      | 4.5000%  | 0.0000% | $1600000.00        | $297109.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.7183%  | 0.0000% | $21244584.00       | $2243.97           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.5147%  | 0.0000% | $250997935.00      | $4910.84           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1339.46           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-06-25      | 6.3000%  | 0.0000% | $3000000.00        | $38302.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $3119614.00        | $740307.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $128037.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 4.0000%  | 0.0000% | $1000000.00        | $556441.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $112072.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 0.3896%  | 0.0000% | $180000000.00      | $4059973.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $27621.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7460%  | 0.0000% | $6389030.00        | $605212.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1222101.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-06-25      | 1.0338%  | 0.0000% | $136100000.00      | $6268794.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $20331.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-15      | 4.5000%  | 0.0000% | $16899438.00       | $64759.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 2.6583%  | 0.0000% | $19753086.00       | $882.81            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-07-15      | N/A      | 0.0000% | $600000.00         | $5019.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | N/A      | 0.0000% | $1000000.00        | $3235.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $338032.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $61837.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $36059.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $177806.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 1.5980%  | 0.0000% | $6000000.00        | $245.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7889%  | 0.0000% | $9000000.00        | $78.09             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1528%  | 0.0000% | $3913000.00        | $2.11              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-04-25      | 4.5000%  | 0.0000% | $278929.00         | $19369.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $2175.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6355%  | 0.0000% | $72040000.00       | $174201.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1083%  | 0.0000% | $176495000.00      | $64902.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $22.53             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $225456174.00      | $300.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1588%  | 0.0000% | $7233000.00        | $10119.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6049%  | 0.0000% | $41095000.00       | $96205.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $10000000.00       | $12745.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $15604.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 6.5000%  | 0.0000% | $34438384.00       | $421069.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 0.7362%  | 0.0000% | $150023025.00      | $1028623.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5202%  | 0.0000% | $10270000.00       | $63400.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.4111%  | 0.0000% | $839000.00         | $5117.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6515%  | 0.0000% | $42920000.00       | $430648.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6184%  | 0.0000% | $63505104.00       | $431086.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5860%  | 0.0000% | $20000000.00       | $374228.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.8605%  | 0.0000% | $42276735.00       | $171452.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-16      | 2.8259%  | 0.0000% | $14965127.00       | $188087.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.2851%  | 0.0000% | $6434000.00        | $42853.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.3058%  | 0.0000% | $38214880.00       | $210835.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0496%  | 0.0000% | $208000.00         | $3541.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.3799%  | 0.0000% | $1036000.00        | $7980.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $4000000.00        | $5719.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1750000.00        | $104991.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $864466.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1328%  | 0.0000% | $10625546.00       | $309361.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.2828%  | 0.0000% | $58934737.00       | $3233711.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $10691.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $191428.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.3828%  | 0.0000% | $42760023.00       | $1878289.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $1595.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 1.7660%  | 0.0000% | $1100000.00        | $940.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 0.3143%  | 0.0000% | $20000000.00       | $4696.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.7104%  | 0.0000% | $120000000.00      | $25270.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.1231%  | 0.0000% | $128064500.00      | $80773.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.6527%  | 0.0000% | $30058530.00       | $41169.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.6186%  | 0.0000% | $58505000.00       | $52101.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $3000000.00        | $565.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.1947%  | 0.0000% | $90888774.00       | $43868.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.19             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 6.5000%  | 0.0000% | $204353.00         | $25338.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $3598.83           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1105453.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $94764.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $12674.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.4828%  | 0.0000% | $15000000.00       | $311265.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.0000%  | 0.0000% | $158000.00         | $173572.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.8828%  | 0.0000% | $10000000.00       | $620227.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $29919.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.4828%  | 0.0000% | $40000000.00       | $986585.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.6328%  | 0.0000% | $58746045.00       | $814362.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $170397.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $33934.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.1215%  | 0.0000% | $88898767.00       | $3528433.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $6690.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3188%  | 0.0000% | $49886810.00       | $610398.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $1000000.00        | $1816.41           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $41186629.00       | $550020.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $14160125.00       | $109245.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2305%  | 0.0000% | $107116213.00      | $1595326.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5645%  | 0.0000% | $1250000.00        | $233740.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-25      | 5.0000%  | 0.0000% | $1750000.00        | $2028901.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.3696%  | 0.0000% | $40200000.00       | $890960.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.10              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $5780.18           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5328%  | 0.0000% | $50000000.00       | $1465072.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1500000.00        | $140862.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $500000.00         | $7646.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $28080.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $600000.00         | $3622.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $52650000.00       | $1338652.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $3406000.00        | $62161.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0128%  | 0.0000% | $15866343.00       | $529329.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $391758.00         | $93246.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $12984250.00       | $499240.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $15440000.00       | $565324.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $800000.00         | $51627.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $18337137.00       | $1748.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $63937.00          | $17232.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8445%  | 0.0000% | $4283780.00        | $148326.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6721%  | 0.0000% | $6994179.00        | $67452.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $376108.00         | $86802.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $7646.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 0.1385%  | 0.0000% | $47979314.00       | $1094989.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $2250000.00        | $43857.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $27000000.00       | $160310.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $77262.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.5000%  | 0.0000% | $215000.00         | $13833.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $10564485.00       | $994258.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $18895076.00       | $1416066.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $581646.00         | $49486.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $46606.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2119357.00        | $141795.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4995428.00        | $398135.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1180000.00        | $82939.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0988%  | 0.0000% | $4983354.00        | $200856.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9037%  | 0.0000% | $51721.00          | $1383.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 0.0385%  | 0.0000% | $340000.00         | $10572.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 1.3235%  | 0.0000% | $41547073.00       | $1454771.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.5378%  | 0.0000% | $50149207.00       | $344237.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.5507%  | 0.0000% | $15000000.00       | $585471.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 2.0003%  | 0.0000% | $10924364.00       | $101442.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $3.79              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 5.5000%  | 0.0000% | $7974587.00        | $72300.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $86189.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-15      | 3.5000%  | 0.0000% | $12471428.00       | $17705.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | 3.5000%  | 0.0000% | $12514215.00       | $3590.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 2.0000%  | 0.0000% | $500000.00         | $568968.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.0000%  | 0.0000% | $13180042.00       | $1442.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-15      | 2.1916%  | 0.0000% | $101180763.00      | $267273.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $42584000.00       | $362364.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-15      | 4.0000%  | 0.0000% | $250000.00         | $374554.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $81779.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.6911%  | 0.0000% | $400000.00         | $113163.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | 0.0688%  | 0.0000% | $7240773.00        | $266974.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $20000000.00       | $104447.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $71077.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $4859.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1523506.00        | $119755.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $854556.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.2585%  | 0.0000% | $12000000.00       | $192339.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6385%  | 0.0000% | $1000000.00        | $32391.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6385%  | 0.0000% | $1000000.00        | $31387.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6385%  | 0.0000% | $1000000.00        | $31386.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.4385%  | 0.0000% | $25000000.00       | $532236.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $5000000.00        | $185970.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3333333.00        | $218816.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.6385%  | 0.0000% | $54572337.00       | $1088473.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.7385%  | 0.0000% | $50000000.00       | $850462.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $623.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $112.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $42762.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.7885%  | 0.0000% | $15000000.00       | $410896.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $717.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $922.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $63959.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $26701.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7209%  | 0.0000% | $17021000.00       | $1141699.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 2.5385%  | 0.0000% | $29166665.00       | $1693349.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $9234390.00        | $465856.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0885%  | 0.0000% | $15000000.00       | $303190.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.4185%  | 0.0000% | $50000000.00       | $765463.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.9885%  | 0.0000% | $215000.00         | $26356.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.4885%  | 0.0000% | $20000000.00       | $381800.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $156932.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $12056.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $8111.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $47427.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1500000.00        | $205293.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $12027.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1645.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.1885%  | 0.0000% | $50000000.00       | $787914.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $1011.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.5385%  | 0.0000% | $25000000.00       | $356423.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $478980.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $2596.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.5385%  | 0.0000% | $20000000.00       | $472240.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.1885%  | 0.0000% | $20000000.00       | $326276.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3385%  | 0.0000% | $25000000.00       | $637896.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.5385%  | 0.0000% | $62627718.00       | $1174718.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.1585%  | 0.0000% | $30000000.00       | $818856.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.2885%  | 0.0000% | $105000000.00      | $1466752.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2385%  | 0.0000% | $46526598.00       | $1560154.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 1.9385%  | 0.0000% | $33695566.00       | $594609.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $66329.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 0.0328%  | 0.0000% | $22038475.00       | $408385.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $300674.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $3333333.00        | $511034.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6830%  | 0.0000% | $31620000.00       | $86545.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $271.21            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.4828%  | 0.0000% | $50000000.00       | $579902.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $483632.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $77368.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $49569.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $244851.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $71625.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $83970.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.0385%  | 0.0000% | $50000000.00       | $535634.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $124.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9385%  | 0.0000% | $10000000.00       | $233915.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $6078.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 6.5000%  | 0.0000% | $1998594.00        | $86271.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.3328%  | 0.0000% | $102718523.00      | $1366852.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 6.0000%  | 0.0000% | $1881026.00        | $185864.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $150000000.00      | $83813.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 4.5000%  | 0.0000% | $39450000.00       | $500828.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.2500%  | 0.0000% | $7482798.00        | $7831327.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 3.3328%  | 0.0000% | $16050000.00       | $957203.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $80000000.00       | $93900.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0758%  | 0.0000% | $182710000.00      | $8523.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.5782%  | 0.0000% | $32233402.00       | $23562.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 2.2683%  | 0.0000% | $22927823.00       | $291095.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 2.2759%  | 0.0000% | $23542857.00       | $254694.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 1.7183%  | 0.0000% | $5224358.00        | $52218.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-12-20      | 3.5000%  | 0.0000% | $11074030.00       | $1147.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-09-16      | 2.5000%  | 0.0000% | $24900000.00       | $3443.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.2000%  | 0.0000% | $195000000.00      | $852952.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $218524.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $100000000.00      | $114741.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1500%  | 0.0000% | $15000000.00       | $50467.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $334900.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $511593.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 2.1180%  | 0.0000% | $110462842.00      | $534275.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2640%  | 0.0000% | $14635149.00       | $649233.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.7516%  | 0.0000% | $16000000.00       | $536086.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9118%  | 0.0000% | $11700000.00       | $109669.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.0294%  | 0.0000% | $17157604.00       | $734359.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9546%  | 0.0000% | $23205000.00       | $649295.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1280%  | 0.0000% | $25816385.00       | $246774.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.4121%  | 0.0000% | $8700000.00        | $57512.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.0389%  | 0.0000% | $15293749.00       | $401094.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5818%  | 0.0000% | $12977576.00       | $406607.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1368%  | 0.0000% | $5049054.00        | $28424.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.0800%  | 0.0000% | $45512037.00       | $879686.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 0.5588%  | 0.0000% | $28703471.00       | $571807.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $2500000.00        | $131960.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8775%  | 0.0000% | $3200000.00        | $171504.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9924%  | 0.0000% | $855000.00         | $51938.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7860%  | 0.0000% | $33000000.00       | $1514948.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.9341%  | 0.0000% | $3330000.00        | $180967.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 1.4223%  | 0.0000% | $540000.00         | $45341.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7223%  | 0.0000% | $17393000.00       | $733470.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.6019%  | 0.0000% | $4500000.00        | $384681.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.7000%  | 0.0000% | $8300000.00        | $170271.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8804%  | 0.0000% | $9148000.00        | $471012.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $20819882.00       | $18.79             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.1614%  | 0.0000% | $25000000.00       | $1725033.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0341%  | 0.0000% | $5212000.00        | $298019.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7973%  | 0.0000% | $3000000.00        | $159767.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1444%  | 0.0000% | $1223000.00        | $72216.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $157.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8586%  | 0.0000% | $51800918.00       | $187417.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | N/A      | 0.0000% | $50000000.00       | $76139.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 7.0000%  | 0.0000% | $6255189.00        | $87535.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4183%  | 0.0000% | $48400735.00       | $134781.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 0.0183%  | 0.0000% | $100000000.00      | $617736.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $39882.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8095%  | 0.0000% | $355551.00         | $16775.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-10-16      | N/A      | 0.0000% | $96515019.00       | $88.20             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9159%  | 0.0000% | $26100000.00       | $1562118.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8818%  | 0.0000% | $7164000.00        | $378765.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $91.12             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8669%  | 0.0000% | $1371000.00        | $71062.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.2500%  | 0.0000% | $20000000.00       | $183565.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9039%  | 0.0000% | $10570000.00       | $595069.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 1.0680%  | 0.0000% | $19000000.00       | $1476633.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9888%  | 0.0000% | $10700000.00       | $561350.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4282%  | 0.0000% | $10500000.00       | $745569.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4328%  | 0.0000% | $22500000.00       | $1610381.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9170%  | 0.0000% | $6270000.00        | $343830.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $1382000.00        | $84920.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7098%  | 0.0000% | $18858000.00       | $1054374.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7064%  | 0.0000% | $627000.00         | $27605.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9812%  | 0.0000% | $3600000.00        | $199079.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9989%  | 0.0000% | $11000000.00       | $688423.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $92000000.00       | $78.31             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7851%  | 0.0000% | $169000.00         | $9381.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6396%  | 0.0000% | $22400000.00       | $929443.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8021%  | 0.0000% | $374000.00         | $19354.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5701%  | 0.0000% | $7000000.00        | $278443.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0009%  | 0.0000% | $265000.00         | $18348.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6111%  | 0.0000% | $22000000.00       | $1128920.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7021%  | 0.0000% | $17300000.00       | $887566.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8226%  | 0.0000% | $100000.00         | $6134.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0221%  | 0.0000% | $330000.00         | $21936.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.6998%  | 0.0000% | $5100000.00        | $253870.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3315%  | 0.0000% | $535000.00         | $47379.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9383%  | 0.0000% | $330000.00         | $22875.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8759%  | 0.0000% | $378000.00         | $26635.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8184%  | 0.0000% | $580000.00         | $33948.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9548%  | 0.0000% | $770000.00         | $52990.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.7572%  | 0.0000% | $5347000.00        | $326433.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $350000000.00      | $206497.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $58191.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $171224.00         | $146376.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $113000.00         | $138374.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $270163.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $179825.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $366105.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $68447.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $114408.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $380744.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4385%  | 0.0000% | $170000000.00      | $710719.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $422832.00         | $66185.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.6385%  | 0.0000% | $25000000.00       | $582056.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1268498.00        | $229478.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $158534.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $42887.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $96195.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $10838778.00       | $20216.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $27074.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.1500%  | 0.0000% | $2469413.00        | $13766.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.5000%  | 0.0000% | $615301.00         | $79365.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8385%  | 0.0000% | $10000000.00       | $139115.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $833333.00         | $40298.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $23127.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $58494493.00       | $69596.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $3749999.00        | $326623.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $933333.00         | $777797.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.4385%  | 0.0000% | $15000000.00       | $1128766.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $7028280.00        | $621502.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.5385%  | 0.0000% | $34138395.00       | $1512182.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 6.0000%  | 0.0000% | $9633946.00        | $835298.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3450577.00        | $421413.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7385%  | 0.0000% | $80000000.00       | $1242639.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $205215842.00      | $200493.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.5000%  | 0.0000% | $1681818.00        | $140210.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $432640.00         | $42064.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $8414430.00        | $761138.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $16768000.00       | $279054.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.8104%  | 0.0000% | $35000000.00       | $37272.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.2714%  | 0.0000% | $32110000.00       | $64751.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.6941%  | 0.0000% | $96882694.00       | $174894.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.4413%  | 0.0000% | $4585000.00        | $22199.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4507%  | 0.0000% | $121565875.00      | $247612.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9339%  | 0.0000% | $22783581.00       | $122370.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.4822%  | 0.0000% | $100000000.00      | $584631.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.3158%  | 0.0000% | $102000000.00      | $1389017.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 0.7448%  | 0.0000% | $100000000.00      | $1236948.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.3686%  | 0.0000% | $78665828.00       | $1331328.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.0856%  | 0.0000% | $156350000.00      | $2295699.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 3.5000%  | 0.0000% | $23862926.00       | $2985.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 4.0000%  | 0.0000% | $18647509.00       | $202.64            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 4.5000%  | 0.0000% | $18786795.00       | $42871.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $610063.00         | $3.43              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $608.18            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 2.0042%  | 0.0000% | $40188047.00       | $82397.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $19500000.00       | $2522659.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 1.0683%  | 0.0000% | $3795000.00        | $77231.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-01-25      | 3.5000%  | 0.0000% | $23862504.00       | $6.52              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.7183%  | 0.0000% | $18594286.00       | $112211.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.5000%  | 0.0000% | $300000.00         | $461401.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $3006.44           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.8683%  | 0.0000% | $2483600.00        | $21080.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 3.5000%  | 0.0000% | $7898854.00        | $8552605.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $334.58            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.3683%  | 0.0000% | $14970686.00       | $176829.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.5000%  | 0.0000% | $10558727.00       | $86868.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $726.67            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $496.88            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 3.0000%  | 0.0000% | $12900000.00       | $96730.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-04-25      | 3.0000%  | 0.0000% | $24804696.00       | $4.35              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $1672.07           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $39821.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $87433105.00       | $9983.51           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $7819714.00        | $727.23            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.9051%  | 0.0000% | $2181819.00        | $599041.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $100000.00         | $95203.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $6273.21           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 3.0000%  | 0.0000% | $100000.00         | $88195.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 2.5000%  | 0.0000% | $10227310.00       | $3867.14           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 3.5000%  | 0.0000% | $21409570.00       | $948.90            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-08-25      | 2.1180%  | 0.0000% | $22170021.00       | $66112.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $14766.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $3341.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.9985%  | 0.0000% | $2315436.00        | $7281.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.1798%  | 0.0000% | $2095000.00        | $5935.70           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 1.9870%  | 0.0000% | $2800000.00        | $10061.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 2.3683%  | 0.0000% | $200000.00         | $4567.36           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 2.3683%  | 0.0000% | $25931200.00       | $22105.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.6910%  | 0.0000% | $277000000.00      | $1149173.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.5312%  | 0.0000% | $175000000.00      | $38221.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 2.9668%  | 0.0000% | $83532611.00       | $88232.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 2.5000%  | 0.0000% | $3921471.00        | $4282778.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 3.0000%  | 0.0000% | $4628919.00        | $5546175.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $3131.61           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-12-25      | 2.5000%  | 0.0000% | $6077005.00        | $6627148.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0412%  | 0.0000% | $710330958.00      | $180157.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 2.0091%  | 0.0000% | $53208165.00       | $280705.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-06-25      | 3.5000%  | 0.0000% | $1213594.00        | $1437844.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $97920.00          | $104078.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.1683%  | 0.0000% | $67238023.00       | $429797.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 2.3183%  | 0.0000% | $92352161.00       | $585075.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.6287%  | 0.0000% | $20000000.00       | $279119.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 0.3280%  | 0.0000% | $238530000.00      | $1511880.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.8195%  | 0.0000% | $100000000.00      | $1380260.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.1301%  | 0.0000% | $4059992.00        | $195820.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.2986%  | 0.0000% | $345000.00         | $2379.85           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.2317%  | 0.0000% | $25000000.00       | $54494.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-11-25      | 0.1208%  | 0.0000% | $163467055.00      | $570123.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.2381%  | 0.0000% | $10000000.00       | $208934.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1482%  | 0.0000% | $100500000.00      | $3588241.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 2.1089%  | 0.0000% | $23972632.00       | $158809.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.7649%  | 0.0000% | $29300000.00       | $921580.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.7758%  | 0.0000% | $86641645.00       | $279307.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.2683%  | 0.0000% | $2015000.00        | $68915.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.5946%  | 0.0000% | $13400000.00       | $703614.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.5000%  | 0.0000% | $10790000.00       | $519157.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.3779%  | 0.0000% | $19000000.00       | $138024.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.7535%  | 0.0000% | $129352688.00      | $1013431.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.1746%  | 0.0000% | $10000000.00       | $777994.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.4714%  | 0.0000% | $10617723.00       | $164083.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.1667%  | 0.0000% | $105056777.00      | $91973.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $191604.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.1224%  | 0.0000% | $19404255.00       | $271973.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.4130%  | 0.0000% | $10000000.00       | $377065.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.4308%  | 0.0000% | $28871368.00       | $217635.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $15318176.00       | $2331896.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 4.5000%  | 0.0000% | $18231129.00       | $2678429.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $11085.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6242%  | 0.0000% | $55100000.00       | $104637.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $1900000.00        | $173353.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 0.4328%  | 0.0000% | $44000000.00       | $1515166.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8299%  | 0.0000% | $4075000.00        | $155234.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.8903%  | 0.0000% | $12500000.00       | $286872.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1307671.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $50418.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $537346.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-07-25      | 0.0676%  | 0.0000% | $130547117.00      | $403014.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | N/A      | 0.0000% | $48224639.00       | $1468496.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1125000.00        | $68677.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $239678944.00      | $52706.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $298988.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.1791%  | 0.0000% | $156262.00         | $11727.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $15562.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $23594.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $8495500.00        | $576567.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $126788.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $21321.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5300%  | 0.0000% | $37399231.00       | $587828.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.5000%  | 0.0000% | $102000.00         | $11537.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $263801.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $157627.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0828%  | 0.0000% | $150000.00         | $13969.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $301106.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.8885%  | 0.0000% | $30000000.00       | $247921.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $134715.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.4999%  | 0.0000% | $192307.00         | $15215.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.0385%  | 0.0000% | $14918139.00       | $331245.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7385%  | 0.0000% | $18126000.00       | $483360.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5385%  | 0.0000% | $20000000.00       | $596290.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.2185%  | 0.0000% | $25000000.00       | $1330665.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5885%  | 0.0000% | $30000000.00       | $1683858.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $15708.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1346154.00        | $74560.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $20026.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 7.0000%  | 0.0000% | $5853856.00        | $110759.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7385%  | 0.0000% | $48888889.00       | $1069413.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $31103.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $31103.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $31103.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $31103.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $17097.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $24716.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $17097.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $24716.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.7385%  | 0.0000% | $20000000.00       | $319720.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $20592.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.8885%  | 0.0000% | $10000000.00       | $338132.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0885%  | 0.0000% | $35000000.00       | $1451207.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5385%  | 0.0000% | $10000000.00       | $287249.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $47513.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $313781.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3385%  | 0.0000% | $50000000.00       | $1516116.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $21293.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $38021202.00       | $1587226.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.1885%  | 0.0000% | $90000000.00       | $1490782.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $98564.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $174889.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $64521.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $68815.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $163289.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5385%  | 0.0000% | $30000000.00       | $1014397.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.1885%  | 0.0000% | $19000000.00       | $842338.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.1885%  | 0.0000% | $35000000.00       | $482553.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $43073.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $16783.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3385%  | 0.0000% | $30000000.00       | $725259.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4885%  | 0.0000% | $15000000.00       | $692542.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4385%  | 0.0000% | $10000000.00       | $448336.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $81785.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $427172.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.1085%  | 0.0000% | $57604386.00       | $745663.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $43450.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $3836.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.0985%  | 0.0000% | $105000000.00      | $1277783.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.5385%  | 0.0000% | $25000000.00       | $230182.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 3.3885%  | 0.0000% | $15000000.00       | $425619.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $17775.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $46795.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $93895.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $29996.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $69500.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $89808.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $41696.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $62554.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.8885%  | 0.0000% | $10000000.00       | $409927.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.3385%  | 0.0000% | $25900000.00       | $935767.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $188254.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $187325.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $73520.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.5385%  | 0.0000% | $655000.00         | $17582.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $73041.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.9569%  | 0.0000% | $11560000.00       | $768351.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 1.0163%  | 0.0000% | $61490000.00       | $4457816.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-09-20      | 0.9733%  | 0.0000% | $81110000.00       | $5713219.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.7000%  | 0.0000% | $45514845.00       | $821870.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $45139.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $96796.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.5000%  | 0.0000% | $35038180.00       | $3020.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.1234%  | 0.0000% | $44717000.00       | $317329.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 2.3232%  | 0.0000% | $46189538.00       | $778966.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.7057%  | 0.0000% | $34000000.00       | $655623.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.2550%  | 0.0000% | $1100000.00        | $2579.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $268663.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 2.3960%  | 0.0000% | $36240765.00       | $733800.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.3759%  | 0.0000% | $19801000.00       | $16464.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.3259%  | 0.0000% | $885000.00         | $31383.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $30406879.00       | $155969.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8161%  | 0.0000% | $41106136.00       | $17729.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.2230%  | 0.0000% | $4500000.00        | $43629.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.5932%  | 0.0000% | $40081161.00       | $126013.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.5803%  | 0.0000% | $2828000.00        | $20896.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.3540%  | 0.0000% | $2643000.00        | $15396.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.5878%  | 0.0000% | $45637000.00       | $90258.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | N/A      | 0.0000% | $210603879.00      | $181.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $10886.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.5494%  | 0.0000% | $12068141.00       | $86.21             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.6263%  | 0.0000% | $17039817.00       | $9199.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.3949%  | 0.0000% | $38232128.00       | $126857.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.7913%  | 0.0000% | $34242459.00       | $15330.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.6033%  | 0.0000% | $1183000.00        | $3733.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.4973%  | 0.0000% | $1500000.00        | $2007.37           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2264%  | 0.0000% | $125686000.00      | $1952216.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.4828%  | 0.0000% | $21088668.00       | $1242749.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.5625%  | 0.0000% | $20108000.00       | $70133.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.2104%  | 0.0000% | $500000.00         | $3936.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.6178%  | 0.0000% | $67120667.00       | $77790.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 5.5000%  | 0.0000% | $30227272.00       | $65724.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.1850%  | 0.0000% | $50000001.00       | $273005.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.5630%  | 0.0000% | $18947000.00       | $76682.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.3575%  | 0.0000% | $1497000.00        | $25962.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.1358%  | 0.0000% | $47207427.00       | $272322.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $1010.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $6336.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 2.8683%  | 0.0000% | $1470000.00        | $565.85            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-06-25      | 6.0937%  | 0.0000% | $50000.00          | $24291.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 2.6049%  | 0.0000% | $11678000.00       | $603271.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $107614.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.0000%  | 0.0000% | $263919.00         | $444898.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 4.5000%  | 0.0000% | $500000.00         | $88784.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 2.4547%  | 0.0000% | $25531180.00       | $208625.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 4.5000%  | 0.0000% | $1100000.00        | $202960.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 4.5000%  | 0.0000% | $500000.00         | $254381.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $127.18            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $53063.85          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 1.9275%  | 0.0000% | $70000000.00       | $4599006.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $100000.00         | $3631.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.1885%  | 0.0000% | $20552847.00       | $1064347.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.8385%  | 0.0000% | $50000000.00       | $1234487.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $10085.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $38296.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $10452.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $26471.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $41886.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $1818182.00        | $203326.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1780935.00        | $49938.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1353846.00        | $67354.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $1534615.00        | $23948.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $103150.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $90772.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8885%  | 0.0000% | $50000000.00       | $564947.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1300%  | 0.0000% | $250000000.00      | $273567.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $30000000.00       | $25348.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0200%  | 0.0000% | $100000000.00      | $16787.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0400%  | 0.0000% | $25000000.00       | $8393.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $13210.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $26777.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $1106930.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $131497.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $34237.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2500000.00        | $373354.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $9090909.00        | $1586803.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $1383375.00        | $274115.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $479833.00         | $71230.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1611586.00        | $214847.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1180189.00        | $210760.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $22926.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.3385%  | 0.0000% | $60000000.00       | $1524913.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $32489.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $48814.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $7702.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6385%  | 0.0000% | $30000000.00       | $1162857.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7385%  | 0.0000% | $30000000.00       | $1216026.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $72318.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.2385%  | 0.0000% | $50000000.00       | $1649425.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.4885%  | 0.0000% | $40000000.00       | $334604.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7500%  | 0.0000% | $27111106.00       | $187720.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $20000000.00       | $27595.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8185%  | 0.0000% | $40000000.00       | $827442.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $27297.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $64035.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $188370.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3500%  | 0.0000% | $80000000.00       | $585803.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $622522.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $622522.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2266564.00        | $450563.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $286786.00         | $24079.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1587500.00        | $135523.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $40000000.00       | $38781.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $4000000.00        | $4155.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7885%  | 0.0000% | $100000000.00      | $1241814.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $199356000.00      | $108756.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $16153.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $175000000.00      | $94226.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $350000000.00      | $188453.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0300%  | 0.0000% | $200000000.00      | $65117.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $122500000.00      | $66151.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $321274.00         | $45190.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7385%  | 0.0000% | $100951220.00      | $1242843.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $2318042.00        | $291649.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 3.5385%  | 0.0000% | $16200000.00       | $1607001.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $2760625.00        | $217468.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $2272727.00        | $220712.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $97516.00          | $112466.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.5115%  | 0.0000% | $10000.00          | $10072.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $987000.00         | $783107.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $24496666.00       | $327774.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3385%  | 0.0000% | $18781751.00       | $932484.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $9921161.00        | $26403.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $423962.00         | $53623.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $17458859.00       | $32481.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.0500%  | 0.0000% | $20989179.00       | $18704.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.6115%  | 0.0000% | $6000.00           | $6131.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4138855.00        | $780536.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $869757.00         | $100510.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $3936531.00        | $523241.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7474538.00        | $1323550.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1899693.00        | $343221.11         | Agency Collateralized Mortgage Obligation |

### Security 235: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **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: ARP1ENWD3, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1ENWD3_3.70_0306
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $902307.16         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-12-01      | 4.7100%  | 0.0000% | $20019000.00       | $17560458.85       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-01-01      | 5.1700%  | 0.0000% | $1000000.00        | $12121.94          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-07-01      | 5.8700%  | 0.0000% | $1950000.00        | $25745.63          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-02-01      | 4.6100%  | 0.0000% | $2540000.00        | $2046934.49        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $168285000.00      | $150877691.30      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-04-01      | 4.4800%  | 0.0000% | $4935000.00        | $4377111.75        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-05-01      | 4.6200%  | 0.0000% | $8490000.00        | $7680720.98        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-04-01      | 3.1100%  | 0.0000% | $25000.00          | $3294.57           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-01      | 2.5000%  | 0.0000% | $4861000.00        | $1231850.91        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $623900.33         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-08-01      | 2.7500%  | 0.0000% | $25000.00          | $8548.80           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-01      | 5.2400%  | 0.0000% | $16500000.00       | $16769119.23       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-02-01      | 5.0100%  | 0.0000% | $19800000.00       | $19575376.23       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-03-10      | 3.1870%  | 0.0000% | $9800000.00        | $1396316.49        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $16455000.00       | $12800414.70       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $87500000.00       | $75194368.07       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $137000000.00      | $125006907.98      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $75000000.00       | $79512266.67       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-09-10      | 4.5320%  | 0.0000% | $31500000.00       | $32563927.60       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 5.5000%  | 0.0000% | $1550000.00        | $327993.49         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.0590%  | 0.0000% | $47512561.00       | $13280619.39       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2042-08-25      | 6.5750%  | 0.0000% | $10000000.00       | $10250779.20       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 5.8050%  | 0.0000% | $21275000.00       | $22053437.94       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-25      | 7.0000%  | 0.0000% | $3185000.00        | $3415672.16        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.0710%  | 0.0000% | $56887844.00       | $20506560.65       | Agency Mortgage-Backed Securities |

### Security 236: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.710000%
- **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: ARP1ENWE1, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP1ENWE1_3.71_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-11-25      | 4.0000%  | 0.0000% | $93952418.00       | $10284959.52       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 1.6328%  | 0.0000% | $310000000.00      | $12343286.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-06-25      | 3.3328%  | 0.0000% | $250000000.00      | $10059676.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 3.4328%  | 0.0000% | $124365670.00      | $13888669.79       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2035-08-25      | 4.0000%  | 0.0000% | $30000000.00       | $29505086.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-01-25      | 4.3000%  | 0.0000% | $90796755.00       | $89816745.27       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-01-25      | 4.3000%  | 0.0000% | $60000000.00       | $59352393.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 0.9085%  | 0.0000% | $300000000.00      | $9464541.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 3.4328%  | 0.0000% | $128883000.00      | $10910039.61       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 1.4221%  | 0.0000% | $158750000.00      | $8425022.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 1.4105%  | 0.0000% | $180641681.00      | $8449579.66        | Agency Collateralized Mortgage Obligation |

### Security 237: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ERDR4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1ERDR4_3.69_0504
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $192484635.00      | $99999999.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $270378.00         | $84833.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $705.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $4866.00           | $2470.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $3968064.00        | $2911991.34        | Agency Mortgage-Backed Securities |

### Security 238: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.600000%
- **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: ARP1ERDT0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1ERDT0_3.60_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1672560.00        | $1691046.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $1134703.00        | $1117688.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1875.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2023.00           | $1901.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2001.00           | $1893.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $2001.00           | $1969.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $3000.00           | $3012.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2208.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 7.0000%  | 0.0000% | $2001.00           | $1911.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $7961621.00        | $7450867.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $915692.00         | $868272.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $2669226.00        | $2684871.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $433899.00         | $368152.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $8918756.00        | $6666118.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1177809.00        | $1087982.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $104728.00         | $103036.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1436974.00        | $293206.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $266243920.00      | $19985459.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $6004220.00        | $588861.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $523443229.00      | $59771417.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $79481694.00       | $9676787.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $3006.00           | $2907.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $3000.00           | $3142.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1950.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $4002.00           | $3574.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $2001.00           | $1866.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $3000.00           | $3168.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2093.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 7.0000%  | 0.0000% | $1453345.00        | $1423577.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1195810.00        | $1214192.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1099677.00        | $1100353.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1122744.00        | $1185084.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1226390.00        | $1269555.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $1015052.00        | $1010334.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $540618.00         | $538237.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1126100.00        | $1161884.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1077962.00        | $1076991.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1546420.00        | $1645064.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1045250.00        | $1078919.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1181150.00        | $1207341.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1011070.00        | $1043251.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $3109805.00        | $2572922.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4366813.00        | $4262605.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $15651721.00       | $16060127.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $1050000.00        | $1075645.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1105873.00        | $1088780.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $989560.00         | $642012.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1649614.00        | $1644890.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $35557722.00       | $6689981.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $71480473.00       | $7992971.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $55427599.00       | $10467638.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $32795619.00       | $8925550.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100557111.00      | $59963077.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $5711312.00        | $4291574.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $57346000.00       | $26464022.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1627737.00        | $910748.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1463298.00        | $1241391.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $50868288.00       | $42786814.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1101440.00        | $1092917.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1119426.00        | $1042702.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $9056832.00        | $5794098.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1570900.00        | $1629413.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $4610060.00        | $4638710.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $7226048.00        | $7499311.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1225326.00        | $1207191.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1120300.00        | $1149422.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $500485159.00      | $75782656.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $39791084.00       | $5990590.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $2903943.00        | $1439846.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $8092220.00        | $6837931.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 7.5000%  | 0.0000% | $1076250.00        | $1132798.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $2249829.00        | $2036975.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1649184.00        | $1466952.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $539172.00         | $482277.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $596401.00         | $593020.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1315136.00        | $1314066.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1104230.00        | $1124193.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1694417.00        | $1403925.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $3983338.00        | $2871121.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 4.5000%  | 0.0000% | $9426702.00        | $7592533.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $10940044.00       | $9375112.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $311938.00         | $296704.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $550541.00         | $515854.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $1128973.00        | $975760.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1325780.00        | $1008830.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1267032.00        | $1242951.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $700000.00         | $669133.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1540070.00        | $1172277.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1120982.00        | $1118291.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $283607.00         | $282486.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1082800.00        | $1101220.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.5000%  | 0.0000% | $241734.00         | $221312.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1192500.00        | $924328.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1310577.00        | $1290916.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1005451.00        | $976250.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $2027.00           | $989.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1013.00           | $915.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1569.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3085.00           | $3019.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $999.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $3101.00           | $3080.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1030.00           | $996.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $3105.00           | $3135.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $3098.00           | $3124.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 5.0000%  | 0.0000% | $1003.00           | $1028.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.5000%  | 0.0000% | $3031.00           | $2884.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $2028.00           | $1805.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $898.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 4.5000%  | 0.0000% | $3001.00           | $2965.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1015.00           | $891.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $4007.00           | $3421.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $955.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1007.00           | $903.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $4002.00           | $2522.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $3035.00           | $2551.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1002.00           | $960.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1007.00           | $926.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $814.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $4001.00           | $3935.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $736.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $991.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 7.5000%  | 0.0000% | $2001.00           | $2135.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1005.00           | $929.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3087.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $2003.00           | $1624.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $982.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3078.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1663900.00        | $1099799.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $46546734.00       | $8960866.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $200000.00         | $189869.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2345848.00        | $1861252.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1251310.00        | $899060.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $5570195.00        | $4958929.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 7.5000%  | 0.0000% | $226286.00         | $125802.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $20438957.00       | $16000661.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1496762.00        | $1062864.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1080.00           | $1077.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.0000%  | 0.0000% | $3006.00           | $2896.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $3010.00           | $2921.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 3.5000%  | 0.0000% | $2005.00           | $1820.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 7.0000%  | 0.0000% | $1391.00           | $1178.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $971.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1032.00           | $1059.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $2001.00           | $1980.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2002.00           | $1975.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $2016.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1991.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $3000.00           | $3053.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3959.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $2001.00           | $1983.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2092.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2017.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $2003.00           | $1868.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $4000.00           | $4182.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $3001.00           | $2849.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $3001.00           | $2978.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $4001.00           | $3965.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $2000.00           | $987.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1001.00           | $991.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1003.00           | $990.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $3031.00           | $3074.20           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $2100.00           | $2136.40           | U.S. Treasuries (including strips) |

### Security 239: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EUKV0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EUKV0_3.69_0804
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $3979.00           | $2471.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $92248.00          | $84833.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $3565670.00        | $2912621.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $158337527.00      | $99999999.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $800.74            | Agency Mortgage-Backed Securities |

### Security 240: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EWNM3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EWNM3_3.72_0306
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-05-21      | N/A      | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-26      | N/A      | 0.0000% | $13369900.00       | $13252779.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $200.00            | $134.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1000.00           | $408.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $9579700.00        | $3761775.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $200.00            | $71.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $52608700.00       | $17891745.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $52.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 2.5000%  | 0.0000% | $96593400.00       | $70593618.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $3061900.00        | $2909777.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.8750%  | 0.0000% | $125965600.00      | $116326527.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 0.7500%  | 0.0000% | $100000.00         | $95074.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $28996200.00       | $27869149.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.8750%  | 0.0000% | $32199800.00       | $32631231.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-31      | 4.2500%  | 0.0000% | $124268700.00      | $127914729.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $11910900.00       | $12529351.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $6125446.06        | $4586954.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $244965418.50      | $179007254.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $342631.78         | $333901.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $162.66            | $88.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $155.61            | $82.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $5774738.23        | $2271972.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $9898.17           | $4880.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $52.17             | $25.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $201.78            | $93.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $16812.10          | $7592.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $26100.00          | $10394.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $72.24             | $28.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $71.35             | $25.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $82.42             | $28.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $100.00            | $34.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $42.82             | $14.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $5.95              | $1.80              | U.S. Treasuries (including strips) |

### Security 241: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.510000%
- **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: ARP1EZN61, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EZN61_3.51_0209
- **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:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-02-09
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1081325.00        | $522999.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1324088.00        | $647172.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1440422.00        | $713065.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $2247329.00        | $1921077.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1067880.00        | $1088934.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1191543.00        | $1063379.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1626205.00        | $1395417.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1547065.00        | $990357.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $375000.00         | $274316.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $500000.00         | $420222.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $15586707.00       | $11203038.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $25808126.00       | $18763275.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $15206796.00       | $12077217.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $31626658.00       | $25947660.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1180325.00        | $735344.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $411813.00         | $162627.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1001347.00        | $1019356.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $225527.00         | $149703.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1625074.00        | $1327889.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2222914.00        | $1819219.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $95125.00          | $75287.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $41996146.00       | $17902770.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $23360000.00       | $21322649.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $23202906.00       | $17318032.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $41495237.00       | $22882454.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $3387746.00        | $1487090.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $7629569.00        | $1257013.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $606933.00         | $351763.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1085137.00        | $936315.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1298182.00        | $1066424.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1051966.00        | $808931.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 2.5000%  | 0.0000% | $13442.00          | $10245.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 3.0000%  | 0.0000% | $1000.00           | $695.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1216754.00        | $917371.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $277864.00         | $244175.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $236905.00         | $200686.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1791368.00        | $1391227.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $5831651.00        | $6057575.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1015961.00        | $1038902.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1038888.00        | $1059604.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1036948.00        | $906138.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2369124.00        | $2024519.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $280431.00         | $285476.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1123618.00        | $976228.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1733864.00        | $1560171.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1214759.00        | $1056092.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $4959007.00        | $3583537.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $734416.00         | $445946.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1493904.00        | $832114.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2253520.00        | $1781374.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1741720.00        | $1646754.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2946365.00        | $2268231.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1855294.00        | $1606837.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1334627.00        | $993551.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $6162713.00        | $4154728.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1603001.00        | $887688.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1093466.00        | $1011104.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $898815.00         | $391710.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1233971.00        | $717754.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1166769.00        | $298545.05         | Agency Mortgage-Backed Securities |

### Security 242: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F0YO6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F0YO6_3.69_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1675400.00        | $1130105.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3058700.00        | $1300317.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2380200.00        | $971671.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $49355400.00       | $19925465.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8383100.00        | $3291892.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $101500.00         | $36851.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $400.00            | $143.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $200.00            | $69.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $52.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $100.00            | $28.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $200.00            | $55.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $200.00            | $54.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $20204100.00       | $5277371.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $217300.00         | $119486.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-15      | 1.5000%  | 0.0000% | $6415200.00        | $5942908.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 3.8750%  | 0.0000% | $9562700.00        | $9741547.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $54513600.00       | $57038618.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $71189300.00       | $74885672.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 3.7500%  | 0.0000% | $975500.00         | $989925.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $0.62              | $0.45              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $114.82            | $79.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $2.22              | $1.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $9.38              | $7.43              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $28960704.95       | $21425129.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $4.26              | $3.08              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $13.02             | $9.18              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $167.97            | $166.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $0.49              | $0.47              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $39146229.35       | $26257450.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $23262446.79       | $20178311.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $0.03              | $0.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $450.39            | $245.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $5553632.99        | $2857860.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $143.02            | $70.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $1300532.92        | $605486.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $80.79             | $36.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $20.00             | $8.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $367.06            | $135.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $4.29              | $1.56              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $79.09             | $28.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $45.31             | $15.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $8727903.14        | $3022612.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $3.55              | $1.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $2.00              | $0.58              | U.S. Treasuries (including strips) |

### Security 243: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.540000%
- **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: ARP1F2OW5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F2OW5_3.54_0212
- **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:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1266455.00        | $825402.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1008026.00        | $1033734.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1458998.00        | $1485401.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1230858.00        | $716612.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $597053.00         | $446875.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $26771.00          | $27422.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $909687.00         | $941102.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $9551590.00        | $9496029.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $12795814.00       | $11805024.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1917180.00        | $1817841.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $6786115.00        | $6626875.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $9096745.00        | $9127283.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $6064825.00        | $5856176.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $2658297.00        | $1981113.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $2284908.00        | $1908608.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $3327015.00        | $3348645.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $37698573.00       | $33078589.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1076645.00        | $893117.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2105511.00        | $1456758.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1189528.00        | $1209097.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1240303.00        | $607132.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1191492.00        | $735820.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1026938.00        | $408353.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1081934.00        | $627477.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1452717.00        | $945566.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1131649.00        | $987488.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2869133.00        | $2419560.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1662753.00        | $1708471.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1099436.00        | $1126649.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $869688.00         | $640342.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $5507464.00        | $5283864.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $58845.00          | $53724.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2061323.00        | $1460244.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2847150.00        | $2342662.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1756633.00        | $1494537.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1423167.00        | $1440640.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $1210566.00        | $260201.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $7716520.00        | $3523814.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1050368.00        | $1091996.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $721327.00         | $510437.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1110041.00        | $1143444.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $110411.00         | $118731.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $12168581.00       | $11965816.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $3283.00           | $798.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $5269177.00        | $5212641.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1740131.00        | $1204990.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1108624.00        | $1145246.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $47851102.00       | $22941732.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1000.00           | $404.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $68286078.00       | $32324262.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 3.5000%  | 0.0000% | $9291494.00        | $7226607.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.0000%  | 0.0000% | $708535.00         | $650773.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $500000.00         | $313851.33         | Agency Mortgage-Backed Securities |

### Security 244: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F41E6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F41E6_3.60_0306
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-03-19      | N/A      | 0.0000% | $5020700.00        | $5010653.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-05-28      | N/A      | 0.0000% | $4331800.00        | $4292857.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-06-09      | N/A      | 0.0000% | $2427000.00        | $2402244.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $182.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $8982800.00        | $6059159.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28903300.00       | $15881669.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $11354478.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $12419432.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $45.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1703900.00        | $695584.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $80339.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $82000.00          | $32611.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20495200.00       | $7441110.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $100.00            | $35.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $200.00            | $61.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $52.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $212400.00         | $56656.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $10514200.00       | $2765665.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-08-15      | 6.7500%  | 0.0000% | $6740600.00        | $6850118.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-11-15      | 6.5000%  | 0.0000% | $200.00            | $207.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 4.6250%  | 0.0000% | $900.00            | $928.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $6300.00           | $7578.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 0.7500%  | 0.0000% | $498000.00         | $517867.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $2976700.00        | $2303278.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $1333300.00        | $964129.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $600.00            | $602.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-02-15      | 1.0000%  | 0.0000% | $18900000.00       | $18195670.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $65.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $20526400.00       | $14741414.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-11-15      | 4.0000%  | 0.0000% | $1242100.00        | $1180389.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $55804300.00       | $54723386.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $453700.00         | $423201.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $655400.00         | $618608.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 4.8750%  | 0.0000% | $55423100.00       | $57461341.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $3800.00           | $3675.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $633800.00         | $602681.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $1000.00           | $1183.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 0.5000%  | 0.0000% | $300.00            | $300.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-15      | 0.1250%  | 0.0000% | $2000.00           | $2474.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 1.5000%  | 0.0000% | $28000.00          | $26670.91          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $189.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-15      | 0.1250%  | 0.0000% | $801000.00         | $874418.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $50005602.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $1349100.00        | $1342832.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $5964600.00        | $6094953.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $6532500.00        | $6424715.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $103.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $15213100.00       | $15777802.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $8182600.00        | $8038227.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-15      | 4.6250%  | 0.0000% | $400.00            | $410.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $106.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 4.0000%  | 0.0000% | $3372900.00        | $3401058.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $515500.00         | $526342.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 4.6250%  | 0.0000% | $46000.00          | $47046.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $1123900.00        | $1172545.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 4.5000%  | 0.0000% | $10000000.00       | $10272375.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $174400.00         | $190044.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $200.00            | $204.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $600.00            | $611.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 4.1250%  | 0.0000% | $300.00            | $304.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 4.2500%  | 0.0000% | $700.00            | $713.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $200.00            | $201.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $2040600.00        | $2183447.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 4.0000%  | 0.0000% | $16917700.00       | $17488731.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 3.8750%  | 0.0000% | $1531300.00        | $1561142.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7829%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $283800.00         | $288717.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $11700.00          | $11885.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-08-15      | 4.2500%  | 0.0000% | $8778100.00        | $8968750.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 3.6250%  | 0.0000% | $6461500.00        | $6496015.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.6250%  | 0.0000% | $8789600.00        | $8855065.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $32820953.10       | $24577511.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1032283.73        | $754336.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $930727.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161034.24         | $103793.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-11-15      | N/A      | 0.0000% | $0.32              | $0.26              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-05-15      | N/A      | 0.0000% | $31.00             | $30.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-08-15      | N/A      | 0.0000% | $0.04              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $121.12            | $118.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-02-15      | N/A      | 0.0000% | $6700.59           | $6474.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $326.77            | $310.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $49.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $2.72              | $1.82              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $0.08              | $0.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $13715469.66       | $12247955.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $857805.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $5268556.40        | $3352814.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $11675.64          | $7118.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $848125.00         | $510330.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $3388125.00        | $1954863.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $51.61             | $26.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $11435418.78       | $5804344.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $10.24             | $5.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $5616796.74        | $2728791.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $4832615.23        | $2214681.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $2119.68           | $957.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $308.10            | $129.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $24.99             | $10.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $165.29            | $55.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $1002555.66        | $302527.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $1.25              | $0.36              | U.S. Treasuries (including strips) |

### Security 245: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.600000%
- **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: ARP1F5HC0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F5HC0_3.60_1016
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2210906.00        | $2371198.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1833854.00        | $2004277.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $77529698.00       | $38276246.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $299451.00         | $270969.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2731865.00        | $1763276.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $17380.00          | $15695.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1261748.00        | $1340950.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2801299.00        | $2666902.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $1334036.00        | $1316314.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1043525.00        | $917485.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $531265.00         | $538870.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $20146932.00       | $18501199.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $90371.00          | $78015.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $3324099.00        | $2821346.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $112893.00         | $86874.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $41283776.00       | $20202719.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $197646428.00      | $154323021.69      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $864846.00         | $778398.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $22953657.00       | $14178220.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1782097.00        | $1714666.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $6146803.00        | $6363847.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $12713727.00       | $12263459.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $2365041.00        | $2152765.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $2151974.00        | $2153542.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2019615.00        | $2074065.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1840590.00        | $827751.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1423841.00        | $1464607.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1373997.00        | $1263214.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1067521.00        | $1106257.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1486938.00        | $1529092.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $4316108.00        | $2376066.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1371736.00        | $1252200.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $5054130.00        | $3316184.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $5074573.00        | $2783128.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1000.00           | $968.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $3233025.00        | $2792036.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1432467.00        | $1114162.05        | Agency Mortgage-Backed Securities |

### Security 246: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 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: ARP1F5NR0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1F5NR0_3.67_0306
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $95624.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-04-01      | 3.5000%  | 0.0000% | $25000.00          | $2355.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 3.5000%  | 0.0000% | $705247.00         | $74555.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $2937941.00        | $289688.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $120157.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 3.0000%  | 0.0000% | $3539673.00        | $747420.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 2.5000%  | 0.0000% | $3325000.00        | $197785.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $113986.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.0000%  | 0.0000% | $26500000.00       | $4692043.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $155246.00         | $11040.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 3.0000%  | 0.0000% | $11034161.00       | $1328927.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $13055551.00       | $770878.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 1.5000%  | 0.0000% | $847497.00         | $559709.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 3.0000%  | 0.0000% | $51042.00          | $35137.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 1.5000%  | 0.0000% | $4650933.00        | $2819654.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $30000000.00       | $8106116.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 5.0000%  | 0.0000% | $32777876.00       | $3467698.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $2586065.00        | $511292.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $15771802.00       | $3916624.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 5.0000%  | 0.0000% | $2051297.00        | $220339.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 3.5000%  | 0.0000% | $500000.00         | $23634.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 3.0000%  | 0.0000% | $158320.00         | $13619.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 3.0000%  | 0.0000% | $159744.00         | $18924.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 3.0000%  | 0.0000% | $35389.00          | $4040.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.0000%  | 0.0000% | $5178.00           | $393.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 3.0000%  | 0.0000% | $2698267.00        | $478607.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $4096518.00        | $613740.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $3098106.00        | $442770.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 5.5000%  | 0.0000% | $1032642.00        | $113895.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 3.0000%  | 0.0000% | $10681.00          | $3331.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 4.5000%  | 0.0000% | $863747.00         | $219411.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $30000.00          | $7895.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.0000%  | 0.0000% | $46397892.00       | $6955032.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $2750000.00        | $423898.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 4.0000%  | 0.0000% | $3718992.00        | $816333.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 4.0000%  | 0.0000% | $3609696.00        | $314383.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $3461000.00        | $804208.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $2031.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $2233722.00        | $255668.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.0000%  | 0.0000% | $1490144.00        | $176932.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $540000.00         | $90737.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 4.5000%  | 0.0000% | $352675.00         | $35842.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $22000000.00       | $1640329.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 4.5000%  | 0.0000% | $9956295.00        | $2504211.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.0000%  | 0.0000% | $21281788.00       | $4891419.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $56123.00          | $11783.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $2316541.00        | $722325.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 3.0000%  | 0.0000% | $136091.00         | $79975.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 5.0000%  | 0.0000% | $656959.00         | $76064.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 3.0000%  | 0.0000% | $8341331.00        | $1311129.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 3.0000%  | 0.0000% | $975247.00         | $191798.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 1.5000%  | 0.0000% | $25642.00          | $18896.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 2.5000%  | 0.0000% | $1758863.00        | $1275894.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $823655.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 3.0000%  | 0.0000% | $835831.00         | $361147.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $492044.00         | $169967.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $224050.00         | $145255.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 3.0000%  | 0.0000% | $183182.00         | $148755.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $25035256.00       | $5125280.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 6.5000%  | 0.0000% | $2230000.00        | $19513.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $271902.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 3.0000%  | 0.0000% | $2375000.00        | $255984.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $593946.00         | $12050.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $1933190.00        | $45181.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-05-01      | 6.5000%  | 0.0000% | $67466.00          | $1023.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 2.5000%  | 0.0000% | $4691803.00        | $94896.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $473364.00         | $49939.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $336000.00         | $56792.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $975000.00         | $151414.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1710541.00        | $299438.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 4.5000%  | 0.0000% | $252000.00         | $28855.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $4590000.00        | $438233.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $575000.00         | $71308.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $29083.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $1120000.00        | $30555.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1506141.00        | $97870.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $3054168.00        | $269572.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $805852.00         | $76894.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $595000.00         | $50703.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $3038250.00        | $3135739.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $51626073.00       | $51786684.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $17027862.00       | $17465422.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1472732.00        | $1404739.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $2209036.00        | $2011610.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $14943.00          | $12084.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $59233600.00       | $57787456.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $4688906.00        | $4663984.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1003.00           | $855.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $108923914.00      | $107320966.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 5.0000%  | 0.0000% | $9024271.00        | $9187593.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $127438979.00      | $126257364.78      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $8969022.00        | $9034416.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $443670.00         | $464322.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1001.00           | $1068.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5771753.00        | $5821025.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $8614403.00        | $9009806.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1133662.00        | $1167289.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 5.0000%  | 0.0000% | $499598.00         | $45990.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-15      | 5.5000%  | 0.0000% | $3058901.00        | $99884.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $3944579.00        | $12853.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 6.5000%  | 0.0000% | $360000.00         | $3029.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 5.5000%  | 0.0000% | $145000.00         | $771.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $177000.00         | $1667.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 5.5000%  | 0.0000% | $142000.00         | $2532.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 6.0000%  | 0.0000% | $66941.00          | $1445.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $26113335.00       | $888518.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $5158496.00        | $124018.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $4399280.00        | $310699.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 4.5000%  | 0.0000% | $105060.00         | $4934.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $2997000.00        | $135315.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $497000.00         | $56153.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $3499000.00        | $354699.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $1395000.00        | $160529.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-15      | 6.0000%  | 0.0000% | $254623.00         | $10451.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-15      | 6.0000%  | 0.0000% | $17456.00          | $1083.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-15      | 5.5000%  | 0.0000% | $1010.00           | $358.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $600000.00         | $64216.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $1234816.00        | $123363.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $2395000.00        | $252213.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $500000.00         | $65745.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $10750000.00       | $1141827.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $470000.00         | $13427.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-03-01      | 4.0000%  | 0.0000% | $26798000.00       | $3390410.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $110093.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $1828232.00        | $248035.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $450000.00         | $42292.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $78000.00          | $8972.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-12-01      | 5.5000%  | 0.0000% | $398455.00         | $3257.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $176471.00         | $1750.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $3584858.00        | $381735.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $163000.00         | $43324.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $215000.00         | $26987.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $2802240.00        | $209166.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $3272047.00        | $514666.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.5000%  | 0.0000% | $4000853.00        | $838702.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $750000.00         | $177101.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $356688.00         | $18478.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $15534000.00       | $3324024.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $500957.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $494317.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $1700000.00        | $406804.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $300000.00         | $73622.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $1591723.00        | $381585.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $367136.00         | $75178.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $420900.00         | $105045.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $621237.00         | $398157.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 5.0000%  | 0.0000% | $6692881.00        | $496522.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $11678260.00       | $1536907.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $11000000.00       | $936569.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $1285011.00        | $147121.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $13021075.00       | $3790778.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $2215000.00        | $159380.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $256218.00         | $150673.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 3.0000%  | 0.0000% | $78737.00          | $44041.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $327822.00         | $254252.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $6124522.00        | $3186003.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $254670.00         | $170914.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $7445111.00        | $6207580.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 2.5000%  | 0.0000% | $145000.00         | $13065.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 2.5000%  | 0.0000% | $38000.00          | $13742.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $438950.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 2.5000%  | 0.0000% | $41527.00          | $28909.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $4203655.00        | $39708.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $19058057.00       | $123859.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.5000%  | 0.0000% | $895378.00         | $21417.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 6.0000%  | 0.0000% | $88557.00          | $995.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1107430.00        | $10996.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $49996.00          | $601.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $22862795.00       | $249023.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $720000.00         | $44728.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-03-01      | 3.5000%  | 0.0000% | $2555608.00        | $160020.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 2.5000%  | 0.0000% | $1050000.00        | $45176.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $4191182.00        | $403566.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 3.0000%  | 0.0000% | $49763.00          | $5872.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $97000.00          | $6990.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $264736.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $3708906.00        | $474683.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $7724818.00        | $996093.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $3250397.00        | $447589.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $62338.00          | $9190.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $1539200.00        | $138632.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 3.0000%  | 0.0000% | $2655329.00        | $305696.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $9909701.00        | $1272798.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $32500000.00       | $3883778.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 3.0000%  | 0.0000% | $641816.00         | $92251.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1269360.00        | $214674.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $337842.00         | $61191.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1104138.00        | $191737.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 3.0000%  | 0.0000% | $1297160.00        | $686606.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 1.5000%  | 0.0000% | $2425000.00        | $1447623.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $199655.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 3.0000%  | 0.0000% | $484501.00         | $289958.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.0000%  | 0.0000% | $394160.00         | $239525.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $368207.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 6.0000%  | 0.0000% | $10608428.00       | $221086.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $1198846.00        | $17774.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $5713905.00        | $5915632.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-15      | 4.5000%  | 0.0000% | $948991.00         | $37418.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 6.0000%  | 0.0000% | $181067.00         | $3503.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.5000%  | 0.0000% | $188261.00         | $12640.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $20765000.00       | $1460171.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $1385549.00        | $200081.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $3838912.00        | $1688383.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $299000.00         | $97948.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $664085944.00      | $104556012.51      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $545000.00         | $88382.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $838735.00         | $240411.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $70409591.00       | $42576047.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $51046912.00       | $31491952.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $1024.00           | $649.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $97712527.00       | $73309303.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $61165036.00       | $55839023.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $625474.00         | $353020.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $97561.00          | $13556.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $175800.00         | $186236.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1513352.00        | $736901.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $86615016.00       | $79465846.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $102280.00         | $48641.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 2.5000%  | 0.0000% | $304384.00         | $74486.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $1009538.00        | $77444.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.1800%  | 0.0000% | $1099284.00        | $1101527.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1148376.00        | $1185476.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 5.2700%  | 0.0000% | $606000.00         | $626619.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1764850.00        | $1811677.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $3120984.00        | $3186636.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-15      | 6.1600%  | 0.0000% | $798995.00         | $861518.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-04-15      | 5.7500%  | 0.0000% | $1009.00           | $1072.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 6.0000%  | 0.0000% | $213543.00         | $226937.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $2282716.00        | $2381722.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $8535234.00        | $8642814.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1024.00           | $1048.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2392535.00        | $2555750.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1363128.00        | $1392058.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4927132.00        | $5041650.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $4935258.00        | $5082374.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $5678141.00        | $5748544.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $4655656.00        | $4710518.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $5390303.00        | $5438138.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3580248.00        | $3622744.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $5710102.00        | $5771928.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $5288147.00        | $5344162.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $6200598.00        | $6345841.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $5547555.00        | $5631274.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $5072111.00        | $5293434.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $5470857.00        | $5523191.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $5523373.00        | $5576210.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $6184428.00        | $6247577.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $895002.00         | $440234.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-15      | 6.0000%  | 0.0000% | $1380673.00        | $14656.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.5000%  | 0.0000% | $345045.00         | $8950.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-15      | 6.5000%  | 0.0000% | $664350.00         | $9487.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-15      | 6.5000%  | 0.0000% | $2606632.00        | $59145.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-01-15      | 5.5000%  | 0.0000% | $37722201.00       | $144756.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 2.5000%  | 0.0000% | $106933.00         | $64080.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $481535.00         | $4194.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 6.5000%  | 0.0000% | $106705.00         | $1299.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $3283733.00        | $71760.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $1103207.00        | $14945.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $68778.00          | $2628.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.5000%  | 0.0000% | $2189594.00        | $8918.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.5000%  | 0.0000% | $5650507.00        | $17213.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 6.5000%  | 0.0000% | $3302805.00        | $16907.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 6.0000%  | 0.0000% | $4752815.00        | $43475.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.5000%  | 0.0000% | $9468237.00        | $59838.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $603821.00         | $5974.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $18276751.00       | $121427.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 6.0000%  | 0.0000% | $4311563.00        | $36292.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 5.5000%  | 0.0000% | $1346434.00        | $7905.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 5.5000%  | 0.0000% | $1666505.00        | $14720.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 3.5000%  | 0.0000% | $8000000.00        | $383328.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.5000%  | 0.0000% | $3090043.00        | $228982.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.5000%  | 0.0000% | $16250742.00       | $1362113.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $2767500.00        | $241326.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $31000.00          | $2561.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 5.5000%  | 0.0000% | $12768317.00       | $124793.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 6.5000%  | 0.0000% | $761000.00         | $9763.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 6.0000%  | 0.0000% | $4024996.00        | $44774.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 5.0000%  | 0.0000% | $379035.00         | $26437.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 3.5000%  | 0.0000% | $1265000.00        | $116009.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 3.5000%  | 0.0000% | $350000.00         | $37041.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $921000.00         | $89367.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $3851024.00        | $398944.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.5000%  | 0.0000% | $210000.00         | $21672.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $5928000.00        | $975518.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3614079.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $9494420.00        | $1491891.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 3.0000%  | 0.0000% | $6621196.00        | $375296.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 3.0000%  | 0.0000% | $792530.00         | $74382.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-06-01      | 3.0000%  | 0.0000% | $151506.00         | $13075.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-01      | 6.0000%  | 0.0000% | $1657833.00        | $1485.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 6.0000%  | 0.0000% | $2472559.00        | $4536.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 6.5000%  | 0.0000% | $501752.00         | $242.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $402132.00         | $86277.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $4735000.00        | $376820.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $875000.00         | $95113.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-11-01      | 3.5000%  | 0.0000% | $15000.00          | $1412.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 5.5000%  | 0.0000% | $1021426.00        | $69109.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 5.5000%  | 0.0000% | $7112245.00        | $370446.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 4.5000%  | 0.0000% | $12000000.00       | $280111.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 5.0000%  | 0.0000% | $1201282.00        | $16465.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.0000%  | 0.0000% | $146957.00         | $16130.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 3.5000%  | 0.0000% | $44000.00          | $6925.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $25000.00          | $3310.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.5000%  | 0.0000% | $290000.00         | $30730.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $970000.00         | $92175.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.0000%  | 0.0000% | $42603.00          | $18025.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $159745.00         | $19440.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 3.0000%  | 0.0000% | $230330.00         | $24985.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $50180730.00       | $5510033.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 3.0000%  | 0.0000% | $7219026.00        | $791657.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 3.0000%  | 0.0000% | $895289.00         | $137764.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $4910900.00        | $585100.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 3.0000%  | 0.0000% | $890360.00         | $97171.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-12-01      | 3.5000%  | 0.0000% | $500000.00         | $71532.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 3.5000%  | 0.0000% | $150000.00         | $11265.39          | Agency Mortgage-Backed Securities |

### Security 247: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F5OT5, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1F5OT5_3.67_0306
- **C.18 - Value (incl. sponsor support):** $4800000000.00
- **C.18.a - Value (excl. sponsor support):** $4800000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $1176161600.00     | $1212944183.06     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $379828800.00      | $335084656.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $154684400.00      | $183879661.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $3116012800.00     | $3172575266.54     | U.S. Treasuries (including strips) |

### Security 248: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6C25, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F6C25_3.69_0306
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-07-02      | N/A      | 0.0000% | $35746100.00       | $35302848.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $264100.00         | $89818.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 2.7500%  | 0.0000% | $39968800.00       | $39973278.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 3.5000%  | 0.0000% | $554578900.00      | $556481381.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $80211800.00       | $82152699.10       | U.S. Treasuries (including strips) |

### Security 249: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.580000%
- **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: ARP1F92L8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F92L8_3.58_1119
- **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:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $5142.00           | $4014.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $8135552.00        | $6183353.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $4087764.00        | $3870118.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $153150.00         | $137841.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $7661724.00        | $4732562.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $332033493.00      | $162484643.10      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $50478617.00       | $21539059.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1383797.00        | $1451007.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $370730.00         | $389140.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2488038.00        | $2106147.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1000.00           | $656.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1229071.00        | $1274215.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1004171.00        | $617025.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $995875.00         | $775805.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $434292.00         | $434407.43         | Agency Mortgage-Backed Securities |

### Security 250: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 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: ARP1F9CW3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1F9CW3_3.67_0306
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $1540285.00        | $178057.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $4553168.00        | $262783.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $12870308.00       | $6429944.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $99465.00          | $17583.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $612764.00         | $211718.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $387172.00         | $272241.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $34999.00          | $12372.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $437722329.00      | $228665558.48      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $319257801.00      | $193052323.52      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $850353119.00      | $529738119.76      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $536774.00         | $267464.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $500000.00         | $390998.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $340000.00         | $146770.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $1557240.00        | $1121833.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $22949.00          | $10175.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.1800%  | 0.0000% | $2846204.00        | $2852013.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1720607.00        | $1808113.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4593195.00        | $4572171.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2152190.00        | $2252532.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6236493.00        | $6060324.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1561076.00        | $1593472.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.4000%  | 0.0000% | $2710157.00        | $2864831.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3312896.00        | $3338040.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $9289616.00        | $9481825.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $5936984.00        | $6009451.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $8403409.00        | $8482763.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2183645.00        | $2218179.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $66749326.00       | $66956986.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $44591000.00       | $45736842.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $350000000.00      | $324309451.17      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $17100626.00       | $16038737.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $155528384.00      | $144943341.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $11127267.00       | $10754163.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $10223376.00       | $9926273.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $169906055.00      | $154525878.02      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $68502594.00       | $66830154.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $7785603.00        | $7629864.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $7730010.00        | $7825879.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $138881373.00      | $137593664.96      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $44782753.00       | $45109269.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2431660.00        | $2553437.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1765694.00        | $1810621.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $2099770.00        | $2195655.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $771856.00         | $807310.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $4180608.00        | $4283296.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $2229000.00        | $86941.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $2538999.00        | $82917.12          | Agency Mortgage-Backed Securities |

### Security 251: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FAR38, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FAR38_3.60_0306
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $60600100.00       | $61418642.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-15      | 3.5000%  | 0.0000% | $168000.00         | $169391.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $7076198.39        | $3746896.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $8701655.04        | $3423518.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $63172.08          | $28530.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $8021015.46        | $3240297.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $6247159.77        | $2240662.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $13066100.00       | $5333987.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $5710300.00        | $2242332.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-11-15      | 5.2500%  | 0.0000% | $130000.00         | $137901.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 2.8750%  | 0.0000% | $53857000.00       | $53640530.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.1250%  | 0.0000% | $2949800.00        | $2950826.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 1.2500%  | 0.0000% | $45066900.00       | $42945950.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $38996500.00       | $37054627.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 1.3750%  | 0.0000% | $571000.00         | $543435.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 1.5000%  | 0.0000% | $75843100.00       | $72243023.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 1.7500%  | 0.0000% | $105201000.00      | $100357992.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 1.8750%  | 0.0000% | $106226500.00      | $102428180.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 3.6250%  | 0.0000% | $41257400.00       | $42013985.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 3.5000%  | 0.0000% | $8906000.00        | $9016447.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $110000000.00      | $112073042.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $11700000.00       | $12305692.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $29000000.00       | $32161126.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.5000%  | 0.0000% | $140446700.00      | $142444143.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-15      | 3.8750%  | 0.0000% | $13090000.00       | $13429584.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $5185200.00        | $5352556.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 3.8750%  | 0.0000% | $4000000.00        | $4056691.60        | U.S. Treasuries (including strips) |

### Security 252: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FC6P8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FC6P8_3.69_0306
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $100.00            | $39.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $72.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $50000000.00       | $13060150.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $28472400.00       | $28077746.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 2.8750%  | 0.0000% | $40339000.00       | $39829076.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 0.3750%  | 0.0000% | $148767500.00      | $142403924.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $26400000.00       | $25373861.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $1000.00           | $958.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 1.2500%  | 0.0000% | $9700000.00        | $9270060.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $89223000.00       | $84833594.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 1.5000%  | 0.0000% | $600.00            | $571.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 3.6250%  | 0.0000% | $6000000.00        | $6110029.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $4958800.00        | $5215509.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $1406300.00        | $1471438.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 4.3750%  | 0.0000% | $137022500.00      | $139340485.41      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 3.8750%  | 0.0000% | $197889900.00      | $201946952.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $146217700.00      | $149017526.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-15      | 3.5000%  | 0.0000% | $49072200.00       | $49478536.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $20002022.39       | $14616377.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $3282873.60        | $2370861.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $1896949.76        | $1272384.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $85459.33          | $75569.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $7883720.64        | $4234267.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $10.23             | $4.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $0.16              | $0.07              | U.S. Treasuries (including strips) |

### Security 253: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FETA2, C.3 - LEI: N/A, C.5 - Other ID: ARP1FETA2_3.70_0310
- **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:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible 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:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $81560500.00       | $74946628.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $136090000.00      | $129053385.32      | U.S. Treasuries (including strips) |

### Security 254: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIGN9, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1FIGN9_3.74_0302
- **C.18 - Value (incl. sponsor support):** $1090449509.80
- **C.18.a - Value (excl. sponsor support):** $1090449509.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $315000000.00      | $210892500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $345000000.00      | $231288000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $580000000.00      | $592527999.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $100000000.00      | $77549999.99       | U.S. Treasuries (including strips) |

### Security 255: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIZH1, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1FIZH1_3.71_0306
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-08-06      | N/A      | 0.0000% | $189019200.00      | $186051598.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 1.7500%  | 0.0000% | $114661600.00      | $109383067.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-31      | 4.0000%  | 0.0000% | $127250600.00      | $129340490.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $10563290.23       | $8724844.64        | U.S. Treasuries (including strips) |

### Security 256: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJG56, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FJG56_3.69_0306
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $5810300.00        | $1612189.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $200.00            | $54.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-08-15      | N/A      | 0.0000% | $300.00            | $80.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $200.00            | $52.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2028-04-15      | 3.6250%  | 0.0000% | $4999900.00        | $10708096.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $202.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $166.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $400.00            | $219.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $249000.00         | $308370.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 2.0000%  | 0.0000% | $107411000.00      | $106794660.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-15      | 0.1250%  | 0.0000% | $2000.00           | $2427.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.2500%  | 0.0000% | $900.00            | $887.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 4.6250%  | 0.0000% | $5000.00           | $5113.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $240300.00         | $255151.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $300.00            | $305.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $29769600.00       | $30007061.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7829%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $202396300.00      | $208928812.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $0.78              | $0.58              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $106643.64         | $77929.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $2213838.07        | $1753534.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $1.97              | $1.42              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $135.68            | $95.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $1766.52           | $1721.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $1538.56           | $1461.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $1388044.80        | $1295632.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $21.96             | $14.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $0.16              | $0.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $60.67             | $52.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $12609425.63       | $10730079.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $3380013.47        | $1815371.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $37.70             | $17.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $0.12              | $0.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $499.00            | $219.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $1341586.47        | $548333.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $54.47             | $19.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $244.37            | $87.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $213.55            | $75.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $144995.75         | $50214.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $9.82              | $3.32              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $5985763.19        | $1996036.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-16      | N/A      | 0.0000% | $300.00            | $298.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-07-09      | N/A      | 0.0000% | $700.00            | $690.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-09-03      | N/A      | 0.0000% | $1267800.00        | $1244751.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-30      | N/A      | 0.0000% | $2300.00           | $2285.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-11-27      | N/A      | 0.0000% | $100.00            | $97.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-03-31      | N/A      | 0.0000% | $22200.00          | $22128.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $100.00            | $54.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $23505000.00       | $12736865.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $32000.00          | $17105.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $400.00            | $163.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $200.00            | $72.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $950200.00         | $339966.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $300.00            | $104.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $500.00            | $172.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $91452000.00       | $31102002.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $900.00            | $298.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $200.00            | $61.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $11137292.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $200.00            | $60.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $200.00            | $58.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $100.00            | $28.64             | U.S. Treasuries (including strips) |

### Security 257: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 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: ARP1FJJB0, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1FJJB0_3.68_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $3320980.00        | $604525.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $100000.00         | $31503.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $3072.00           | $645.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $281990.00         | $67560.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $2029.00           | $401.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1002.00           | $393.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $113.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-02-01      | 3.0000%  | 0.0000% | $363000.00         | $42705.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $104441.00         | $32255.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $811.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $718985.00         | $79688.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $216.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $2482472.00        | $657605.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $290.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $473.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 2.5000%  | 0.0000% | $2576000.00        | $228784.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $488.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $476.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $307.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1220.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $2032.00           | $295.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $11089.00          | $11567.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $10997.00          | $11250.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $167.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $76529.00          | $11975.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $144.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $429.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2163.00           | $1089.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $9657856.00        | $4924708.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1032.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $34111.00          | $18778.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $174905842.00      | $96847796.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1111.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3089.00           | $1659.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $103108950.00      | $49447070.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $6498714.00        | $3341705.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $960666.00         | $482463.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $2079.00           | $1032.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $447.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $9919860.00        | $4075479.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1280.00           | $658.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1040.00           | $553.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4029926.00        | $2182001.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1147.00           | $719.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $7976930.00        | $4503281.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2007.00           | $1014.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1270.00           | $1012.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $704.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1581.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $518.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2304.00           | $1100.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1020.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $5072.00           | $3932.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2217399.00        | $1781787.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $876.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $777.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $3072.00           | $2376.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $866.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $810.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $70000.00          | $56908.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $413360.00         | $349101.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1746.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1077.00           | $729.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2034.00           | $1469.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $338223.00         | $345884.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $363.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $88.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-09-01      | 3.0000%  | 0.0000% | $4496340.00        | $89567.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.5000%  | 0.0000% | $399000.00         | $80521.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 3.0000%  | 0.0000% | $2000.00           | $225.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $111.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1199995.00        | $133503.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $82.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $2076.00           | $520.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1013.00           | $286.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $304.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $367.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $138.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $181.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $305.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $392992.00         | $153141.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $263.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $289.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $100.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $238.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $179.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $277.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $230.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $302.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $451.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $70.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $164.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1005.00           | $92.18             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $169.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-04-01      | 3.5000%  | 0.0000% | $142790.00         | $21808.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 3.5000%  | 0.0000% | $5002.00           | $524.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $3000.00           | $243.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $328.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-05-01      | 3.5000%  | 0.0000% | $5000.00           | $517.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-06-01      | 3.0000%  | 0.0000% | $4000.00           | $584.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.0000%  | 0.0000% | $22000.00          | $4097.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.0000%  | 0.0000% | $9000.00           | $1247.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $39000.00          | $4689.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.0000%  | 0.0000% | $12000.00          | $878.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $160.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 3.0000%  | 0.0000% | $1000.00           | $82.24             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.5000%  | 0.0000% | $525000.00         | $95017.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1025.00           | $234.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 3.5000%  | 0.0000% | $18004.00          | $4820.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 4.0000%  | 0.0000% | $261000.00         | $114567.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 2.5000%  | 0.0000% | $50000.00          | $28574.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 5.0000%  | 0.0000% | $1148390.00        | $760877.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1274.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-01      | 6.0000%  | 0.0000% | $12000.00          | $6501.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $2867.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3161.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $2001.00           | $779.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $5000.00           | $2398.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $734000.00         | $484286.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $668.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $4992.00           | $3431.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $446.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $643.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $177000.00         | $132981.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1506.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $180000.00         | $145952.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $775.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $7000.00           | $5040.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4138.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $301553.00         | $234309.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3584.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $5000.00           | $4078.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1570.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $696.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $5000.00           | $4006.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $647999.00         | $471966.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $4418.00           | $3608.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $5000.00           | $4675.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $766.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $145000.00         | $130142.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3954.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $284853.00         | $248172.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $844.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $14062.00          | $12351.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $260000.00         | $205859.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $911.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 3.0000%  | 0.0000% | $7000.00           | $5514.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $7289628.00        | $6629911.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4308.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4500.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $955.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $937.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $117.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $639.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $306.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $36501.00          | $35147.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $844.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $5000.00           | $4740.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $4994.00           | $4448.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $5000.00           | $915.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $766.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $1024.00           | $777.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $275744.00         | $257309.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $54222.00          | $50869.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 2.0000%  | 0.0000% | $5021.00           | $2736.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1845.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 2.5000%  | 0.0000% | $13000.00          | $7536.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.0000%  | 0.0000% | $23993.00          | $15271.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $550000.00         | $422756.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $151079.00         | $101372.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1545.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3065704.00        | $2160135.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $2033.00           | $1135.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2072.00           | $1844.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $716.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $740.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 2.5000%  | 0.0000% | $55000.00          | $41348.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $139523.00         | $107543.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $11264.00          | $8586.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $5000.00           | $3562.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 3.5000%  | 0.0000% | $5000.00           | $3935.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $754.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $619.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $796.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $507.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $775.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $623.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $703.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $609.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $617.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2130.00           | $1779.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $649.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1454.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1229.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $780.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1037.00           | $751.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $678.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1040.00           | $790.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $643.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $815.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $670.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $607.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $815.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $622.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3002.00           | $2309.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1171856.00        | $739930.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1289.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $811.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $754867.00         | $690823.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $759.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3008.00           | $1805.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $447.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $851.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $970.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $8866832.00        | $7616994.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1523.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1611.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $734.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $777.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1647.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $724.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $580.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $827.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1114.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1924.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1475.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1056.00           | $961.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $769.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1064766.00        | $841222.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1092.00           | $695.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1684.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2520.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $767.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1328.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $812.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $85604.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $576.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1558.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1564.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1883.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1003.00           | $619.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $497.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1456.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1968.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $944.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1980.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $756.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1507.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $862.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $896.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $535.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2694.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $822.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $6653.00           | $3338.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $954.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $899.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2146.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1846.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $881.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $814.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $708.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $948.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $739.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1007.00           | $562.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $613.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1180.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2172.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $664.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1581.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $855.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1530.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $674.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $683.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $947.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $735.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $675.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1002.00           | $1069.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $735.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $230129.00         | $167428.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1155400.00        | $532928.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2185.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $667.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $723.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1400.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1227.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $73036.00          | $53900.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $5040.00           | $3326.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1024.00           | $685.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $808.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $100000.00         | $61154.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1517.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $959.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1028.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $58884.00          | $49055.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.5000%  | 0.0000% | $1068.00           | $728.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $912.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $783.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $739.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $609.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1196902.00        | $695714.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $9036.00           | $7572.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $840.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $517.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $65000.00          | $45314.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $435225.00         | $294915.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $568.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $765.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2114.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $5000462.00        | $2967338.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $646963.00         | $432823.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1267.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $790.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $146081.00         | $132900.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $869.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $608.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $699.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $800.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $481.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $5000.00           | $3127.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $566.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $756.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $700.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $773.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $903.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $755.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $673000.00         | $463920.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $5000.00           | $3245.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $632.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $865.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3562.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $832.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $830.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $772.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $856.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-03-01      | 3.0000%  | 0.0000% | $5000.00           | $1038.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 3.0000%  | 0.0000% | $6000.00           | $2717.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 2.0000%  | 0.0000% | $5000.00           | $2399.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $665.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 2.0000%  | 0.0000% | $4964.00           | $3695.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $821483.00         | $423617.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $649.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $626.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1211.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $477.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $652.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $384.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $5000.00           | $1716.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $94.05             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $420.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $136.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $405.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1088488.00        | $91159.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1155.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $441.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $891.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $811.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $587.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $586.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $965.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1263.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $826.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1890.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $690.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $280.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $882.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2004.00           | $1233.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $963.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $485.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $764.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1472.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1081.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $644.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1002.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1278.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1215052.00        | $926311.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $695.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $454.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $602.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $770.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $960.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1123.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $551.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1691.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $758.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1725.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1129.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $809.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $11310021.00       | $8662325.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $137999.00         | $108481.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $769.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4264.00           | $3663.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $858.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3877.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $482.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $725.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $545.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $459.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $516.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $808000.00         | $690204.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1120.00           | $904.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $852.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1040.00           | $894.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $3072.00           | $2277.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $804.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $567.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $859.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2080.00           | $1738.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1008.00           | $784.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1068043.00        | $762021.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2258.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $897999.00         | $758213.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $871.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $789.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $5048.00           | $3640.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $851.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1503.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4077.00           | $3102.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4080.00           | $3142.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1653.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $927000.00         | $641801.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $578.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $505.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $807.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $849000.00         | $611951.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $801.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $726.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $793.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $813743.00         | $620789.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $4001.00           | $3593.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $998000.00         | $793983.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $832.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $796.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $849.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1711.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $5000.00           | $4095.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1043.00           | $802.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1655.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $918623.00         | $686549.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1150604.00        | $788293.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $2575211.00        | $1856704.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $91000.00          | $53230.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $92645282.00       | $74354983.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $4040.00           | $3368.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $3000.00           | $2164.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $3635410.00        | $2060276.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1527.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1970.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $588.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1794.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1604.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $8001.00           | $6208.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $750.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $928.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $946.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $800.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $706.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1592.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3243.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $286129.00         | $226084.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $8064.00           | $6732.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $305.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $803.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $559.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1322364.00        | $803689.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $162407.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $115986.00         | $87169.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $689.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1009.00           | $783.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $784.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $748.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4125.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $3028.00           | $1907.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1025.00           | $750.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $10244.00          | $10153.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $60812144.00       | $43107427.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12076000.00       | $9014242.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1280.00           | $184.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $995.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $888.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $942.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $5375420.00        | $4606474.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $491000.00         | $361762.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3072.00           | $2331.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $150293.00         | $125539.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $35108.00          | $26085.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $23534464.00       | $18519036.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2027.00           | $1519.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1403.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $4000.00           | $2806.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $688.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2514560.00        | $1654582.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $745.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $723.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1040.00           | $746.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $716.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $781.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $1056.00           | $814.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $398000.00         | $287497.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $185000.00         | $148187.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $165000.00         | $133284.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $3264.00           | $2396.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1400.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $7000.00           | $4980.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $3099.00           | $2102.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2154.00           | $1651.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $750.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $6059.00           | $4374.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $745.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2179.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $423200.00         | $293830.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1008.00           | $820.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1491.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1001.00           | $135.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1339.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1078.00           | $1016.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $942.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1730.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $4703.00           | $4760.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $26049.00          | $23559.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1014.00           | $1021.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2193736.00        | $2173457.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $2012.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1064.00           | $1088.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2940.00           | $1945.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $4005.00           | $3989.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.5000%  | 0.0000% | $6000.00           | $199.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $74.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1692.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $218516.00         | $196252.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2107.00           | $1965.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $18876.00          | $17980.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $938.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $951.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $969.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $518923.00         | $348246.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $637.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $903.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1193578.00        | $1040594.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $1310.00           | $176.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $703000.00         | $98417.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $245.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $7758757.00        | $1410727.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1152.00           | $189.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $99.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $174.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $227.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $115.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $1023.00           | $73.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $56000.00          | $35172.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $2394.00           | $1469.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1801.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $2010.00           | $654.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 3.5000%  | 0.0000% | $254269.00         | $133028.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1239.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $6241.00           | $3946.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $11059826.00       | $7597080.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $2022.00           | $1303.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $728.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $594.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $15163.00          | $8554.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $578.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $429.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1199.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 2.5000%  | 0.0000% | $167000.00         | $95173.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $593.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $508.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $199000.00         | $99906.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $3030.00           | $1502.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $662.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1288.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $127678.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $147000.00         | $95058.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1207.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $1118490.00        | $572292.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $16000.00          | $11168.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $855000.00         | $570746.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $669.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $5461.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $420000.00         | $277467.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2016.00           | $1642.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $6144.00           | $4309.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $61699.00          | $44214.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $2024.00           | $1053.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $540.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $551.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $532.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $6894858.00        | $3553429.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1693131.00        | $910845.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $4096.00           | $2328.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $793462.00         | $426893.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $27712.00          | $12528.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1030.00           | $434.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1001.00           | $688.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $864.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $606.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $160000.00         | $147395.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $138544826.00      | $74967350.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $519.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 2.5000%  | 0.0000% | $500000.00         | $250274.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1898980.00        | $1049557.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1493093.00        | $790260.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $544.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $10291996.00       | $5664356.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $469000.00         | $221473.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1410926.00        | $797491.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $79000.00          | $38372.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $926.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $443.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $288000.00         | $138794.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2452.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $173631.00         | $97338.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $567.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $11151222.00       | $5901084.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.5000%  | 0.0000% | $350000.00         | $157080.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $218924.00         | $39675.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $576.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $774.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $372650.00         | $307511.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $943.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $3992350.00        | $3080781.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $855.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1040.00           | $653.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $697.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $3066.00           | $2389.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1040.00           | $856.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $2131.00           | $1618.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $3072.00           | $2613.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $28059237.00       | $18189447.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1007.00           | $709.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $4000.00           | $2872.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $860.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $774.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1501.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $8331115.00        | $6776753.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $3051.00           | $2479.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $7242.00           | $6233.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5189976.00        | $4165324.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2064.00           | $1607.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $811.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $825.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $75000.00          | $53274.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $1061.00           | $761.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $3079.00           | $2206.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 4.0000%  | 0.0000% | $898000.00         | $106445.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $3048.00           | $908.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $2048.00           | $604.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $279.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1307.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1030.00           | $180.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $148758.00         | $49490.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $2048.00           | $389.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 4.0000%  | 0.0000% | $3294.00           | $2369.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $730.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $606.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $1285.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1021.00           | $202.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2024.00           | $362.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $295.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $333.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $11001.00          | $4227.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $16043.00          | $1440.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $2560.00           | $349.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $3003.00           | $310.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $4001.00           | $1418.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $3001.00           | $1062.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $4001.00           | $697.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1001.00           | $484.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1557.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $931184.00         | $235126.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $1166.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $404.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $993.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $9466.00           | $2557.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $408000.00         | $83529.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $1862000.00        | $404491.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $216.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $405.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $626.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $936.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $6000.00           | $2995.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $2001.00           | $674.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1999.00           | $613.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1001.00           | $392.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $349.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $264999.00         | $43069.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $235.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $1002672.00        | $80898.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2001.00           | $322.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $2048.00           | $332.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $2838.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $15007.00          | $2847.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1540.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1476440.00        | $499123.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $299.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $829.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $204.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $347.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $2398010.00        | $378995.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $3522.00           | $504.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $293.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 3.0000%  | 0.0000% | $1997000.00        | $234078.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $2031112.00        | $642134.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $981000.00         | $181035.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $200.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $340.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $18795776.00       | $5000040.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $2000.00           | $352.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $3000.00           | $583.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $242.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $3076.00           | $465.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $183.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $230.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $270.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $129.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $2030.00           | $544.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $259.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.5000%  | 0.0000% | $12885982.00       | $218801.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $178.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $263.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $972536.00         | $78441.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $929.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $95.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2840992.00        | $840300.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1028.00           | $671.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $533.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $268.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1120.00           | $270.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $418.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2052508.00        | $473393.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $478.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $477.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $442.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 3.5000%  | 0.0000% | $3250000.00        | $370446.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $157.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1998.00           | $444.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $485.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $99.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $484.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $375.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.0000%  | 0.0000% | $1003965.00        | $351429.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $346.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $119.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $159.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $110.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $26969.00          | $4440.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $163.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $352.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $213.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $468.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $4293244.00        | $473742.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $170.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $138.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 4.0000%  | 0.0000% | $1032.00           | $288.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $244.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $107.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-09-01      | 4.0000%  | 0.0000% | $1024.00           | $208.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $271.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1024.00           | $278.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $122.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.0000%  | 0.0000% | $2081.00           | $273.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $162.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1003.00           | $148.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 3.5000%  | 0.0000% | $1002.00           | $326.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $289.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $1001.00           | $432.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $96.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $193.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $797.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $353.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $315.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $186.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 3.5000%  | 0.0000% | $2798269.00        | $634341.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $2001.00           | $389.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $130.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $746585.00         | $781068.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $499461.00         | $508138.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $5436496.00        | $5527847.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $573025.00         | $584491.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $140629.00         | $149941.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1022.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $2001.00           | $460.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.0000%  | 0.0000% | $1024.00           | $205.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $2002.00           | $111.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $139.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $104.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $1048.00           | $209.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $2043.00           | $193.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1022.00           | $233.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $145.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $15137696.00       | $4150479.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $2000.00           | $102.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $65.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $1104.00           | $153.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $212.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $401.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $239.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $97183.00          | $83345.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $186.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $3000.00           | $407.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $95.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $238.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $365.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $160.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $987000.00         | $118163.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1258.00           | $116.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $161.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1055.00           | $95.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $1245174.00        | $168750.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $1001.00           | $102.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $129.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $30827824.00       | $2358829.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $9368073.00        | $248031.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $167.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 3.5000%  | 0.0000% | $2029.00           | $18.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $1000.00           | $75.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 3.5000%  | 0.0000% | $1551000.00        | $244157.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $125000.00         | $18791.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $584001.00         | $79141.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1120.00           | $204.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $2047.00           | $350.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $4132.00           | $3285.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $852.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $864.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $2176.00           | $1522.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $16829256.00       | $12651839.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $5409.00           | $3237.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3072.00           | $2770.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $4004.00           | $3920.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3397.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $28713252.00       | $25581719.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $7000.00           | $5025.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1582.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $233628.00         | $204074.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1774.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $887.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $6086.00           | $5122.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $712674.00         | $690004.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $594747.00         | $626893.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $11000.00          | $11254.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $11000.00          | $11286.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $648.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $266.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $129.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $228.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $1022.00           | $285.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $867.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $6234.00           | $5785.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3115451.00        | $2774759.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $8192.00           | $6521.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $932.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 4.5000%  | 0.0000% | $419946.00         | $378222.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $839706.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $10055.00          | $7776.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1040.00           | $958.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $61858.00          | $57768.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1824.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1869.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $2022.00           | $1585.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1025.00           | $975.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $840.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $3056.00           | $2731.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $931.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $20167.00          | $366.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $89902.00          | $1515.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $84905.00          | $2935.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $4975.00           | $62.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $379184.00         | $4851.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 6.0000%  | 0.0000% | $2015.00           | $20.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 5.7500%  | 0.0000% | $6912.00           | $337.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 7.0000%  | 0.0000% | $27242894.00       | $42320.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $3245.00           | $54.91             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-11-01      | 5.0000%  | 0.0000% | $29879.00          | $1038.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $160955.00         | $848.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 5.0000%  | 0.0000% | $723833.00         | $34903.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $40062.00          | $339.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $100457007.00      | $4228862.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $3784.00           | $588.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $91.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 4.0000%  | 0.0000% | $1000.00           | $128.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $5000.00           | $355.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 5.0000%  | 0.0000% | $997581.00         | $96276.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $6568.00           | $489.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $905000.00         | $80309.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 4.5000%  | 0.0000% | $4992.00           | $170.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $21859.00          | $812.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $4884.00           | $15.10             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.5000%  | 0.0000% | $1009.00           | $30.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 4.5000%  | 0.0000% | $5387.00           | $4.11              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1269.00           | $158.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 3.5000%  | 0.0000% | $210618.00         | $20940.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $47968949.00       | $4497913.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 3.5000%  | 0.0000% | $5998000.00        | $503480.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $294.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $318.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $304.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $323.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $5000.00           | $1111.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $299.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $328.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $361.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $251.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $269.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1498872.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $217.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $324.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $170.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $107766.00         | $99402.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3519.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $70632.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $4448.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1722538.00        | $940610.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1035.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1037.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1448.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $4177.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $466.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $829.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $615.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $864.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $5000.00           | $4938.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3774.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $324957.00         | $305082.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1011.00           | $960.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $812.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $350000.00         | $200593.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $11926602.00       | $8024114.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1623.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $4091.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1014590.00        | $340428.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $824.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $686130.00         | $460680.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1526.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $3031.00           | $2992.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1994.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1110.00           | $927.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $574.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $780.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1462.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $652.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1395.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $866.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $715.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $11000.00          | $5477.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $721.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $4123.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1296.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $754.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2314.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $757.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1688.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1008.00           | $492.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $715000.00         | $289845.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $4363.00           | $2119.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $139091465.00      | $57696443.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $647000.00         | $252482.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $504.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $490.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $128.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $345.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $113.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $88318849.00       | $37648073.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $135000.00         | $66033.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $3024.00           | $791.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $512.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $446.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $88923134.00       | $39237562.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $417.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $421.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $201230.00         | $74797.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1023.00           | $416.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $550000.00         | $176603.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $2385000.00        | $538695.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $149000.00         | $34950.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 2.5000%  | 0.0000% | $2002.00           | $782.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.0000%  | 0.0000% | $1366000.00        | $380088.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $2048.00           | $684.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $585.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $2065.00           | $928.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2016.00           | $757.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $3160.00           | $1271.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1009.00           | $292.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.0000%  | 0.0000% | $258994.00         | $37405.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 5.0000%  | 0.0000% | $25015840.00       | $8337688.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $345000.00         | $87662.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $713000.00         | $106389.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $34000.00          | $7980.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.0000%  | 0.0000% | $748999.00         | $188161.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $2111.00           | $507.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $380.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $360960.00         | $69875.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 4.5000%  | 0.0000% | $1008.00           | $323.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1006.00           | $210.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $570872.00         | $170003.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 4.0000%  | 0.0000% | $757000.00         | $103164.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $106435.00         | $16915.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1200.00           | $133.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 3.5000%  | 0.0000% | $370000.00         | $43390.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 3.0000%  | 0.0000% | $335002.00         | $54056.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $262.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $287.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 2.5000%  | 0.0000% | $1000.00           | $223.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1216516.00        | $109354.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1056.00           | $242.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $159.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 3.5000%  | 0.0000% | $6000000.00        | $641354.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $8160.00           | $786.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $62229.00          | $14521.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1001.00           | $245.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $2024.00           | $533.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $208000.00         | $36568.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $892.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $2919.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2018.00           | $1531.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $2721.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $610.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $49762944.00       | $7354356.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $3072.00           | $571.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $499001.00         | $105335.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.0000%  | 0.0000% | $1024.00           | $286.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $74964258.00       | $20177824.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $106.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $4080.00           | $445.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $42920128.00       | $4703617.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $2559.00           | $375.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1924000.00        | $360804.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $288.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $143.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $134.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $237000.00         | $34498.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $124.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $222.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $47.64             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 3.5000%  | 0.0000% | $11821100.00       | $3553989.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 3.5000%  | 0.0000% | $1166558.00        | $119586.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1018.00           | $98.17             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1001.00           | $99.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $106.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 4.0000%  | 0.0000% | $1002.00           | $97.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $104.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 4.0000%  | 0.0000% | $2000.00           | $388.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $220.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $3066.00           | $370.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $293.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $274.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $1001.00           | $241.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $207.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $341.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $2020.00           | $656.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $153.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $285.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $396.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $160.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1001.00           | $315.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $457.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $192.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $201.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $385.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $379.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $2048.00           | $436.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $316.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $274.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $226.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $196.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $168.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $1002.00           | $253.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $199.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1006.00           | $284.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $256.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $161.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $261.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $246.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $338.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $562.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $394.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $286.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $301.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $4970.00           | $919.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $205.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $238.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $145.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1001.00           | $284.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1003.00           | $322.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $101.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1002.00           | $332.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $265.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $126.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $247.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $287.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $213.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $291.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $95.61             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $298.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $231.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $282.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $682.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $726.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $185.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $651.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $273.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $166.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $296.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $336.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $3008.00           | $801.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $986133.00         | $238638.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $2000.00           | $719.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $318.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $300.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $388.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $141.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1779897.00        | $920185.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 2.0000%  | 0.0000% | $198985.00         | $45174.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $300000.00         | $166631.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $708.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $103046.00         | $54903.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $76086618.00       | $42929679.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $2047.00           | $1202.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $502.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $522.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $115000.00         | $66742.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $387.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $324.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $360.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $366.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $2000.00           | $467.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $381.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $3072.00           | $1398.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $230000.00         | $85081.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $100000.00         | $47558.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $38792626.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2014.00           | $615.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $333.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $363.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $182.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $337.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $830.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2324572.00        | $1337223.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $750.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $419.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $2000.00           | $789.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $87000.00          | $59195.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1347.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $523.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $2049.00           | $620.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $231.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $237.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1040.00           | $233.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $187.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1002.00           | $113.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $184.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $184.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $172759621.00      | $24143312.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $2064.00           | $289.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $309.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.0000%  | 0.0000% | $1025.00           | $221.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3650.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 6.5000%  | 0.0000% | $5120.00           | $4008.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 6.5000%  | 0.0000% | $5040.00           | $5021.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $772.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $994.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4332.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4688.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1479376.00        | $1323705.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $819.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $665.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $9093344.00        | $7343754.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $748.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $952.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1652.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $907.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $5218342.00        | $4080778.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $788.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4007.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 5.5000%  | 0.0000% | $3118.00           | $2857.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $564.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1172.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1027.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $492.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $315.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 6.5000%  | 0.0000% | $1014.00           | $1.09              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $40.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $86.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 2.8750%  | 0.0000% | $1000.00           | $469.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $1001.00           | $23.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $1279.00           | $94.36             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3569.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.0000%  | 0.0000% | $5000.00           | $3458.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1002.00           | $613.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1462.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $29097.00          | $18978.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3749.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $848.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $7204.00           | $5976.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $2057.00           | $1619.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $38831808.00       | $28831696.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.0000%  | 0.0000% | $4994.00           | $843.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 3.0000%  | 0.0000% | $5000.00           | $1573.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 2.0000%  | 0.0000% | $5000.00           | $2384.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2978.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $5000.00           | $2271.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 2.5000%  | 0.0000% | $375000.00         | $179078.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1334.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 3.0000%  | 0.0000% | $5000.00           | $2888.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 3.0000%  | 0.0000% | $5000.00           | $3128.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3615.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1039.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $5000.00           | $4289.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $5000.00           | $3384.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $579.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $924.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $3000.00           | $1642.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1446500.00        | $1399989.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1005.00           | $626.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $6125784.00        | $4150221.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $725.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $489.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $771.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $740.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $665.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $887.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $534.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $425.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $330.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1375.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $793.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4925.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $805.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $15010.00          | $12989.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1330.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $4589.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3646.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $796.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $763.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $864.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $4894.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $4111.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $3746.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.5000%  | 0.0000% | $4982.00           | $4387.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $5000.00           | $4459.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20096934.00       | $16553032.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1628.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $841.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $962.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $948.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 2.0000%  | 0.0000% | $248754.00         | $121483.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $758.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $6078271.00        | $4318972.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $701.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1396.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $691.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $187285030.00      | $22682570.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $291737.00         | $57294.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $107.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $241.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $2000.00           | $235.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $2016.00           | $278.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $12751.00          | $270.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $97.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1083.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $843.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $912.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $688.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $420.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2512.00           | $1772.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $798.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $991.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1047.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $5000.00           | $5374.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $1025.00           | $1.42              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $2064.00           | $17.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $4418.00           | $25.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.0000%  | 0.0000% | $2000.00           | $7.95              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1055.00           | $12.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $1006.00           | $2.40              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1016.00           | $6.29              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1019.00           | $11.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $4907.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1585.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $7.98              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $7516208.00        | $62039.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 5.5000%  | 0.0000% | $2008.00           | $10.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 4.5000%  | 0.0000% | $7023713.00        | $199571.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.0000%  | 0.0000% | $1008.00           | $43.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1002.00           | $11.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $69814192.00       | $281678.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1012.00           | $16.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $10.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1023.00           | $7.49              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1079637.00        | $294087.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $192.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.0000%  | 0.0000% | $1000.00           | $194.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $159.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $154.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $221.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $2000.00           | $102.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $19427168.00       | $4174151.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $252.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $289.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1817.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $836.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $980.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $943.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $973.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $807.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $907.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1003.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2366.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $826.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $945.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $847.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $33257.00          | $30225.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1338.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $286604.00         | $296020.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $970.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $816.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $721.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $6893.00           | $5022.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1067.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1400.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $856.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $685.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 7.5000%  | 0.0000% | $2000.00           | $1324.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $665028.00         | $497106.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4653.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4933.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $5000.00           | $4238.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4996.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1392438.00        | $770598.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2781218.00        | $2014791.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $823.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1771.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1011.00           | $607.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $769.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $148985.00         | $153166.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3164.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $837.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1013.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $5000.00           | $4895.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2006.00           | $2039.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $948.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $270971.00         | $229349.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1177000.00        | $1178191.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $83595.00          | $75260.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $822.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $611.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $993.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $939.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $587.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1007.00           | $1054.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $761561.00         | $701320.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2302801.00        | $2400096.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $459683.00         | $483288.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $944.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $5040.00           | $4222.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $849.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $979.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1829.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $904.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $2005.00           | $1984.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $3000.00           | $3018.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $892.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $370.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $1869838.00        | $1829600.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $12884609.00       | $12091911.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $4970.00           | $5168.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $58.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $2083.00           | $283.12            | Agency Mortgage-Backed Securities |

### Security 258: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJJC8, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1FJJC8_3.67_0302
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 3.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $105000000.00      | $57736193.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $47000000.00       | $30982550.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $165000000.00      | $125707409.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $50000000.00       | $29751749.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $100000000.00      | $69486611.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $125000000.00      | $72382092.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $150000000.00      | $94418378.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $50000000.00       | $37856864.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $320000000.00      | $233743893.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $125000000.00      | $92639309.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $200000000.00      | $189566306.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $100000000.00      | $80078378.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $100000000.00      | $68064685.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $100000000.00      | $78275278.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $100000000.00      | $73807060.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $136000000.00      | $112206274.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $37428983.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $153000000.00      | $93102486.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $200000000.00      | $100210232.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $75000000.00       | $49199103.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $374900000.00      | $387827719.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $8392700.00        | $8508001.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $550000000.00      | $559803983.98      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $200000000.00      | $202724657.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $350000000.00      | $354977726.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $387000000.00      | $400351532.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $500000000.00      | $516876758.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $609694000.00      | $622868779.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $38100000.00       | $38535381.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-31      | 4.0000%  | 0.0000% | $249000000.00      | $253089432.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $43993059.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $131500000.00      | $155572534.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $105106900.00      | $92742583.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $640000000.00      | $641155956.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $22401000.00       | $23139803.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $533643500.00      | $540793556.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $48000000.00       | $48661357.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $149000000.00      | $149668195.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $50000000.00       | $52168052.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $400000000.00      | $420707420.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $100000000.00      | $86829978.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $100000000.00      | $90489171.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $90000000.00       | $85528594.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $150000000.00      | $125390048.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $95783000.00       | $89195006.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51916170.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $10000.00          | $10107.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $175000000.00      | $181435803.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $154000000.00      | $142662402.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $74000000.00       | $65732392.93       | U.S. Treasuries (including strips) |

### Security 259: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJJD6, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1FJJD6_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2028-01-15      | 1.7500%  | 0.0000% | $53456500.00       | $84115021.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $105622600.00      | $107037791.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $634100000.00      | $677479886.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $657999900.00      | $661367340.98      | U.S. Treasuries (including strips) |

### Security 260: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJJF1, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1FJJF1_3.74_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $215000000.00      | $11082599.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $8192540.00        | $9099101.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9981%  | 0.0000% | $125000000.00      | $9134838.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.1885%  | 0.0000% | $169486772.00      | $9912206.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 4.5000%  | 0.0000% | $18282739.00       | $18261000.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 4.0000%  | 0.0000% | $10000000.00       | $9931228.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-05-16      | 4.5000%  | 0.0000% | $13000000.00       | $12932478.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-16      | N/A      | 0.0000% | $11500000.00       | $11402894.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-16      | N/A      | 0.0000% | $9500000.00        | $9419782.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | N/A      | 0.0000% | $16000000.00       | $15849200.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | N/A      | 0.0000% | $13500000.00       | $13368928.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | N/A      | 0.0000% | $10847782.00       | $10739586.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | N/A      | 0.0000% | $114658550.00      | $8169307.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.6624%  | 0.0000% | $74709097.00       | $3707937.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.8246%  | 0.0000% | $299410649.00      | $15408588.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-16      | 0.8031%  | 0.0000% | $425243301.00      | $25898811.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $17960707.00       | $16196030.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.3885%  | 0.0000% | $142505879.00      | $9469368.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.5885%  | 0.0000% | $185754246.00      | $14458250.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9885%  | 0.0000% | $181179718.00      | $12595272.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $15484000.00       | $15462589.07       | Agency Collateralized Mortgage Obligation |

### Security 261: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **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: ARP1FJJG9, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1FJJG9_3.70_0302
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $29555090.00       | $19118332.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $159131656.00      | $72668819.48       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2033-03-01      | 5.1680%  | 0.0000% | $127390000.00      | $114212847.80      | Agency Mortgage-Backed Securities |

### Security 262: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJJH7, C.3 - LEI: N/A, C.5 - Other ID: ARP1FJJH7_3.67_0302
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $50637775.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $50637775.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $50637775.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $44297300.00       | $44862334.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51007941.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51007941.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51007941.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50895717.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50895717.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50895717.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50895717.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47840315.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47840315.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47840315.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49850483.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49850483.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49850483.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49850483.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722720.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722720.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722720.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $20281800.00       | $20574961.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52212705.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47662637.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52212705.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $29718200.00       | $30147758.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50312152.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50706662.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $12466300.00       | $13077884.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50722719.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52452951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $37533700.00       | $39375067.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774036.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $23261100.00       | $23621198.95       | U.S. Treasuries (including strips) |

### Security 263: BNY Mellon Capital Markets

- **C.1 - Title:** BNY Mellon Capital Markets LLC 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: ARP1FJJJ3, C.3 - LEI: VJW2DOOHGDT6, C.5 - Other ID: ARP1FJJJ3_3.68_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $2290239.00        | $1717546.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $900232.00         | $571755.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $52057.00          | $42373.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.5000%  | 0.0000% | $25697673.00       | $10625803.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2260787.00        | $1467704.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $3962.00           | $2516.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $3940573.00        | $4049985.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2404844.00        | $2475213.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2609055.00        | $2684662.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1500.00           | $1100.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1713743.00        | $1756264.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3626624.00        | $3688913.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2931190.00        | $2981347.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $395677.00         | $402492.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $5135376.00        | $5392754.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $5487184.00        | $5567187.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $100307.00         | $102177.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1160000.00        | $940973.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $5301914.00        | $5609576.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $132176.00         | $136248.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $2059040.00        | $2140610.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2376.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2404877.00        | $1787537.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $2871076.00        | $2004423.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $3000000.00        | $2359416.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1231.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5000.00           | $3247.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $34647.00          | $33774.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1369096.00        | $1366033.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $2102725.00        | $2135465.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1446930.00        | $1486913.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $8060766.00        | $6769376.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $928661.00         | $909097.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $27344800.00       | $27673281.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $476098.00         | $480818.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $3245240.00        | $3337659.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $386714.00         | $375198.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $722384.00         | $740096.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2668097.00        | $2736034.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1570556.00        | $1617984.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $6849927.00        | $7102187.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $5276152.00        | $5532798.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2325034.00        | $2392396.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1300318.00        | $1343783.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1291142.00        | $1378768.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1344345.00        | $1404616.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $156066.00         | $160760.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $805576.00         | $831227.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $402844.00         | $408667.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $16700508.00       | $5292501.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $8501128.00        | $5417594.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $5951592.00        | $3496330.78        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-03-19      | N/A      | 0.0000% | $53907500.00       | $53799631.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-10-01      | N/A      | 0.0000% | $14100.00          | $13807.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-03-10      | N/A      | 0.0000% | $5700.00           | $5693.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-03-17      | N/A      | 0.0000% | $75600.00          | $75463.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-03-31      | N/A      | 0.0000% | $1154000.00        | $1150272.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-02      | N/A      | 0.0000% | $36330300.00       | $35879804.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-26      | N/A      | 0.0000% | $473800.00         | $469649.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-27      | N/A      | 0.0000% | $4000.00           | $3929.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 0.6250%  | 0.0000% | $1000.00           | $971.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 0.5000%  | 0.0000% | $4402300.00        | $4412210.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $26400.00          | $25964.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $200.00            | $207.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-03-31      | 3.6250%  | 0.0000% | $1237000.00        | $1259435.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-15      | 4.1250%  | 0.0000% | $527200.00         | $532301.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-15      | 4.0000%  | 0.0000% | $10000000.00       | $10172718.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $5380900.00        | $5430072.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $305.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-10-31      | 3.7500%  | 0.0000% | $5000.00           | $5057.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $208300.00         | $210497.92         | U.S. Treasuries (including strips) |

### Security 264: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 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: ARP1FJJK0, C.3 - LEI: N/A, C.5 - Other ID: ARP1FJJK0_3.66_0302
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180057.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180057.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180057.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180057.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180057.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $4085000.00        | $4099710.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $50000000.00       | $47601001.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $50000000.00       | $47601001.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $50000000.00       | $47601001.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $50000000.00       | $47601001.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47683378.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47683378.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47683378.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47683378.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47683378.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $15390800.00       | $15446230.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $50000000.00       | $47601001.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $13955400.00       | $14564310.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $30524200.00       | $30634132.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $52181628.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $50180074.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $48278658.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52613777.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $29851900.00       | $31412424.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50618093.92       | U.S. Treasuries (including strips) |

### Security 265: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 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: ARP1FJJL8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FJJL8_3.67_0302
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $38208622.00       | $2264047.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $152560086.00      | $12398385.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $819602888.00      | $129041143.81      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $100000000.00      | $24103431.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $1688884.00        | $762626.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $300000.00         | $138798.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $20130000.00       | $16623022.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $30286000.00       | $21868968.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 3.5000%  | 0.0000% | $146000.00         | $102124.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $3905160.00        | $2509244.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $32828677.00       | $29970084.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $7997710.00        | $5860122.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $20013000.00       | $17895442.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $56739525.00       | $41586195.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 5.0000%  | 0.0000% | $51365.00          | $14584.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $657722.00         | $147585.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $1108666.00        | $76050.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $1960162.00        | $379720.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $4185032.00        | $869426.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $233496.00         | $22138.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-15      | 4.0000%  | 0.0000% | $51543.00          | $4314.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.5000%  | 0.0000% | $1929066.00        | $206192.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $1937687.00        | $139666.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 3.5000%  | 0.0000% | $2793623.00        | $271109.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $139178377.00      | $128022079.60      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $87023172.00       | $79840313.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-15      | 5.0000%  | 0.0000% | $4263052.00        | $152911.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $107977.00         | $4728.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $8668581.00        | $8685648.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1898940.00        | $2009937.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4310064.00        | $4506982.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $32600792.00       | $33422338.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $32786541.00       | $33149333.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2870040.00        | $2903131.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $10528528.00       | $10799940.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $19889753.00       | $20201148.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $6554404.00        | $6711475.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1000.00           | $988.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1001042.00        | $122194.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.5000%  | 0.0000% | $13654237.00       | $139552.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 5.0000%  | 0.0000% | $2539492.00        | $215634.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $7199.00           | $209.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $7737893.00        | $622840.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $2300000.00        | $442667.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $59014669.00       | $4410585.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $11051491.00       | $10883569.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $9742136.00        | $9785330.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $8704528.00        | $8754679.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $140652.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $51578.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $1233306.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $201000.00         | $68709.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $489846.00         | $300060.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $18362.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $20081024.00       | $14657371.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $12795401.00       | $350925.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 6.0000%  | 0.0000% | $6657643.00        | $221042.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 5.5000%  | 0.0000% | $4494306.00        | $470424.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $7520201.00        | $321589.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 6.0000%  | 0.0000% | $8898085.00        | $155546.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 6.0000%  | 0.0000% | $1090814.00        | $138324.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 4.5000%  | 0.0000% | $1315430.00        | $290440.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1412969.00        | $209490.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $74467.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1484102.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.5000%  | 0.0000% | $1977161.00        | $121683.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.5000%  | 0.0000% | $1926737.00        | $221698.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $145927.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 5.0000%  | 0.0000% | $1505780.00        | $77968.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 5.0000%  | 0.0000% | $1297958.00        | $82910.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $19691423.00       | $19518641.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $23269334.00       | $19880129.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $18757920.00       | $15367290.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.5000%  | 0.0000% | $9062632.00        | $897571.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $10658545.00       | $619769.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $25492.00          | $1416.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $75000.00          | $4457.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $6190880.00        | $383796.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $1825000.00        | $138028.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $655000.00         | $59308.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3735.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $105532585.00      | $12797990.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.5000%  | 0.0000% | $79531.00          | $242.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 5.5000%  | 0.0000% | $15854248.00       | $73651.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $3148000.00        | $261697.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $7432.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 5.5000%  | 0.0000% | $9859570.00        | $159842.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $139483.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $1088255.00        | $87732.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $24374.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $16264.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $36952.00          | $24346.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.0000%  | 0.0000% | $1055997.00        | $626579.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 5.0000%  | 0.0000% | $9180496.00        | $1288080.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.5000%  | 0.0000% | $2781935.00        | $338506.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.5000%  | 0.0000% | $4476781.00        | $520532.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.5000%  | 0.0000% | $1524875.00        | $117832.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 5.0000%  | 0.0000% | $12026210.00       | $654082.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 5.0000%  | 0.0000% | $1640494.00        | $245771.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 5.5000%  | 0.0000% | $1538042.00        | $82379.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $955630.00         | $90386.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $90595.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $236000.00         | $58046.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 5.0000%  | 0.0000% | $127129.00         | $30045.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $13440400.00       | $37976.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $2474623.00        | $83646.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $1875775.00        | $225328.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 5.0000%  | 0.0000% | $2707941.00        | $164507.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 5.5000%  | 0.0000% | $1258696.00        | $55668.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $8496607.00        | $473960.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $6995497.00        | $394760.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $11910961.00       | $378504.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $3553086.00        | $236881.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $12734611.00       | $406460.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 5.5000%  | 0.0000% | $4454354.00        | $169998.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $3763060.00        | $241836.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $2293733.00        | $183917.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 5.5000%  | 0.0000% | $1342777.00        | $147605.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 4.5000%  | 0.0000% | $1392364.00        | $49818.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 4.5000%  | 0.0000% | $2158341.00        | $70410.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $1897684.00        | $100613.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $1123093.00        | $113795.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1172012.00        | $76820.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $10027586.00       | $597353.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $500000.00         | $37883.97          | Agency Mortgage-Backed Securities |

### Security 266: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 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: ARP1FJJP9, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1FJJP9_3.67_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond     | 2053-02-15      | 1.5000%  | 0.0000% | $288783900.00      | $254984163.49      | U.S. Treasuries (including strips) |
| Federal Home Loan Bank | 2030-09-13      | 4.5000%  | 0.0000% | $15000.00          | $15867.58          | Agency Mortgage-Backed Securities  |

### Security 267: Credit Agricole Corp. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Corp. - Fixed Income Clearing Corp. 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: ARP1FJJQ7, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1FJJQ7_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** Credit Agricole Corp. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2043-05-15      | 3.8750%  | 0.0000% | $239500.00         | $224061.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $100000700.00      | $98509617.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $157366100.00      | $147635656.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 1.5000%  | 0.0000% | $25642700.00       | $25401100.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 2.2500%  | 0.0000% | $30300300.00       | $29806309.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.1250%  | 0.0000% | $1200.00           | $1201.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $400.00            | $391.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $1067100.00        | $1040678.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $312100.00         | $311201.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-21      | N/A      | 0.0000% | $3200400.00        | $3184317.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $21579000.00       | $17478011.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-11-15      | 2.8750%  | 0.0000% | $801600.00         | $620445.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-08-15      | 2.7500%  | 0.0000% | $318000.00         | $236006.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-05-15      | 2.3750%  | 0.0000% | $19542400.00       | $12962341.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $1600.00           | $1572.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $1300.00           | $1258.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $120100.00         | $106949.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-30      | 0.7500%  | 0.0000% | $49999800.00       | $49878323.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 1.2500%  | 0.0000% | $4309900.00        | $4123778.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $2100.00           | $1985.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $200.00            | $199.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $13992400.00       | $13791946.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 3.8750%  | 0.0000% | $1200.00           | $1210.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-31      | 3.8750%  | 0.0000% | $160229700.00      | $164971690.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $400.00            | $401.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 4.6250%  | 0.0000% | $482700.00         | $493846.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 4.6250%  | 0.0000% | $46306100.00       | $47235199.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-15      | 4.3750%  | 0.0000% | $1077300.00        | $1093489.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $198720700.00      | $207596678.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $205.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-04-30      | 3.7729%  | 0.0000% | $68743.00          | $68948.94          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $78925900.00       | $80599726.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 4.1250%  | 0.0000% | $62980000.00       | $64029818.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 4.2500%  | 0.0000% | $48171200.00       | $48902317.59       | U.S. Treasuries (including strips) |

### Security 268: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 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: ARP1FJJR5, C.3 - LEI: N/A, C.5 - Other ID: ARP1FJJR5_3.67_0302
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $5155744.00        | $5125263.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $7089216.00        | $7042923.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $12137360.00       | $12295632.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $25175000.00       | $20779606.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $56006272.00       | $49988881.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $119438080.00      | $123125704.89      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $185000.00         | $42061.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $1700000.00        | $837346.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 3.5000%  | 0.0000% | $5920864.00        | $470712.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 5.6200%  | 0.0000% | $28400000.00       | $66763.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $225000.00         | $26609.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $1048328.00        | $274684.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $319702.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $1700000.00        | $191947.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 1.5000%  | 0.0000% | $1480140.00        | $783210.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $23510528.00       | $20624351.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $75000.00          | $60582.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 5.5000%  | 0.0000% | $282830.00         | $259227.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $2860000.00        | $1381108.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $23424064.00       | $13672759.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $7235520.00        | $4507161.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $488709.00         | $310582.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $444000.00         | $348612.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $318000.00         | $241428.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 5.5000%  | 0.0000% | $3716172.00        | $2905839.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $19027000.00       | $14184731.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 6.5000%  | 0.0000% | $1952952.00        | $1929377.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 5.8830%  | 0.0000% | $4746000.00        | $28758.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $877929472.00      | $812611577.07      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $41899904.00       | $41943479.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1229168.00        | $1205952.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $1096136.00        | $1082757.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $9738384.00        | $10000324.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $99143.00          | $93177.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $49950000.00       | $32121282.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $8767376.00        | $8861635.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $20671680.00       | $20909427.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $427949.00         | $418799.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1543798.00        | $1613971.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3722964.00        | $3894586.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $984648.00         | $1030663.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1047578.00        | $1093626.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1013026.00        | $1058691.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2294600.00        | $2387622.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1817422.00        | $1822684.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 4.0000%  | 0.0000% | $285615.00         | $275943.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1051852.00        | $1065014.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-20      | 5.5000%  | 0.0000% | $354257.00         | $359301.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2616508.00        | $2685011.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $5069090.00        | $5016021.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5199840.00        | $5237946.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 6.5000%  | 0.0000% | $5065167.00        | $21342.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 6.5000%  | 0.0000% | $49344512.00       | $40422.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 5.1250%  | 0.0000% | $2900000.00        | $45984.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $56515584.00       | $41402289.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $303092224.00      | $305954357.56      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $142052.00         | $102532.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4408909.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1949068.00        | $1877734.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $44253184.00       | $35712032.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3741020.00        | $2930918.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $3511709.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1265572.00        | $1327041.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $826289.00         | $849048.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1288168.00        | $1274372.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3096516.00        | $3255459.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5242888.00        | $5287674.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1563140.00        | $1604118.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1457110.00        | $1492034.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $25656064.00       | $26573148.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $4852880.00        | $4766193.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $109400000.00      | $108008855.06      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $100049920.00      | $101497496.18      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $177902080.00      | $175917367.42      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 6.5000%  | 0.0000% | $120961.00         | $48542.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $53396.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 4.1340%  | 0.0000% | $17226000.00       | $16852870.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 3.1300%  | 0.0000% | $614621.00         | $609776.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 3.6700%  | 0.0000% | $6238400.00        | $5210228.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $11230192.00       | $1673826.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 6.4300%  | 0.0000% | $2700000.00        | $17531.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $2545608.00        | $2410750.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $369140.00         | $332523.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $287550.00         | $230484.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1027604.00        | $792162.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $130000.00         | $103275.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 6.2690%  | 0.0000% | $184000.00         | $5662.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-05-01      | 4.7820%  | 0.0000% | $81264636.00       | $7684.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $35889147.00       | $14306.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-10-01      | 6.3580%  | 0.0000% | $44702528.00       | $1243049.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $2696000.00        | $691876.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 5.0000%  | 0.0000% | $870000.00         | $105054.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $2062080.00        | $1817860.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 6.6860%  | 0.0000% | $50790398.00       | $6473.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 4.5000%  | 0.0000% | $4300000.00        | $647771.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 2.5000%  | 0.0000% | $43128512.00       | $36167855.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $500000.00         | $471560.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 4.5000%  | 0.0000% | $116848.00         | $64495.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $21142760.00       | $14669345.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $80644096.00       | $63074013.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $12629056.00       | $8200033.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.8500%  | 0.0000% | $30000000.00       | $26547249.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $3695652.00        | $575957.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $26000000.00       | $19625361.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $114301184.00      | $99455565.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1137000.00        | $1126942.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $4262736.00        | $4318322.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $10125392.00       | $10222171.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $46383232.00       | $47319302.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1383950.00        | $1411854.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 5.5000%  | 0.0000% | $1045555.00        | $1080140.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $5115600.00        | $5258172.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 6.2750%  | 0.0000% | $3005000.00        | $98257.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2059-01-01      | 3.0000%  | 0.0000% | $400000.00         | $140681.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $9933550.00        | $2554489.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 3.7800%  | 0.0000% | $1003264.00        | $985185.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-02-01      | 6.5190%  | 0.0000% | $2497000.00        | $715147.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 5.5150%  | 0.0000% | $1278000.00        | $515640.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $3370584.00        | $3352221.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $122117.00         | $100901.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 5.0700%  | 0.0000% | $6700000.00        | $7141936.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 4.1600%  | 0.0000% | $6381000.00        | $6474484.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $15729280.00       | $15108301.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $11466208.00       | $11864654.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $12621760.00       | $12749905.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $12092860.00       | $11985874.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1034874.00        | $1031953.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $7298744.00        | $7407401.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 3.5000%  | 0.0000% | $3027280.00        | $224757.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $551116.00         | $22719.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 2.5000%  | 0.0000% | $130000.00         | $31756.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $54065472.00       | $5463473.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $2778036.00        | $2492798.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.2400%  | 0.0000% | $372566.00         | $387400.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1913124.00        | $1996561.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1027592.00        | $813540.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2951176.00        | $2442749.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $1265838.00        | $1230453.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2081884.00        | $1875866.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $9047697.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1833568.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1335660.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $21678848.00       | $19745962.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1806409.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $2443820.00        | $2646651.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1095868.00        | $577768.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $401580.00         | $430743.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1170834.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $17248320.00       | $15831444.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.8400%  | 0.0000% | $22591720.00       | $23769918.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.0000%  | 0.0000% | $665401.00         | $680566.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1088800.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 5.0000%  | 0.0000% | $1333848.00        | $223378.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $272669.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2809317.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1065107.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $3796464.00        | $2404295.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23879.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $3008450.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $420647.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1777186.00        | $1810261.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $25000000.00       | $19874999.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $270277.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $887874.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $396937.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $255068.00         | $149985.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $85799.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1005160.00        | $605094.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $119619.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $678164.00         | $259746.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $394137.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $541209.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $80684.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $20000000.00       | $14718894.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.5000%  | 0.0000% | $100272640.00      | $62394556.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $52552896.00       | $38265578.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $362012.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $436746.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $924846.00         | $771989.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $41123.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3146944.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $546572.00         | $498699.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $63755.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $693492.00         | $30423.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $116000.00         | $10917.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-20      | 4.5000%  | 0.0000% | $950402.00         | $55108.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $116707.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $6385960.00        | $855996.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $13568363.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $377000.00         | $261855.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $968349696.00      | $568868103.22      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $25218080.00       | $16172599.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $105000.00         | $100547.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $24049024.00       | $15877658.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $60202816.00       | $61117604.47       | Agency Mortgage-Backed Securities |

### Security 269: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 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: ARP1FJJS3, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1FJJS3_3.66_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $185000.00         | $187564.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 3.6250%  | 0.0000% | $50000.00          | $50625.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 3.7500%  | 0.0000% | $196400.00         | $199734.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-15      | 4.1250%  | 0.0000% | $1677600.00        | $1693834.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $9533000.00        | $9712657.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-07-15      | 1.3750%  | 0.0000% | $22000.00          | $23426.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 4.5000%  | 0.0000% | $686000.00         | $699073.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-06-30      | 4.2500%  | 0.0000% | $26687000.00       | $27665062.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $22386700.00       | $23173031.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $151600.00         | $58744.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-02-15      | 6.6250%  | 0.0000% | $475900.00         | $490998.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-02-15      | 6.6250%  | 0.0000% | $1278000.00        | $1318546.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 2.3750%  | 0.0000% | $1619900.00        | $1628694.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 1.6250%  | 0.0000% | $4124500.00        | $4125203.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $937000.00         | $926041.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $387400.00         | $384732.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.7500%  | 0.0000% | $362200.00         | $357747.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $463304200.00      | $437304310.63      | U.S. Treasuries (including strips) |

### Security 270: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 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: ARP1FJJT1, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1FJJT1_3.67_0302
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $400.00            | $407.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 3.8750%  | 0.0000% | $3023800.00        | $3048263.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 3.6250%  | 0.0000% | $7000.00           | $7120.74           | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1039.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2000.00           | $1899.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $518.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2003.00           | $2046.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1006.00           | $1027.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-02-20      | 3.0000%  | 0.0000% | $3786328.00        | $17590.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $1184.00           | $104.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 2.0000%  | 0.0000% | $1008.00           | $702.41            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-10-31      | 1.1250%  | 0.0000% | $24999500.00       | $24672561.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 4.0000%  | 0.0000% | $38949100.00       | $39704222.77       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2054-10-20      | 3.5000%  | 0.0000% | $13567712.00       | $12270972.71       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $101857424.00      | $85435991.24       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $38767943.00       | $24664898.10       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $802.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1120.00           | $958.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $909.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $10205.00          | $9900.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $2000.00           | $1845.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2409.00           | $2383.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5084.00           | $5206.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1002.00           | $1013.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $1755627.00        | $1808816.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $151976.00         | $156580.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1085.00           | $1142.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2000.00           | $2006.22           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2033-09-01      | 1.8700%  | 0.0000% | $2000.00           | $1741.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 5.5000%  | 0.0000% | $101369.00         | $86837.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $5605568.00        | $3410280.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 4.5000%  | 0.0000% | $687944.00         | $693563.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-12-01      | 4.0000%  | 0.0000% | $1012.00           | $126.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-05-01      | 5.5000%  | 0.0000% | $32235.00          | $153.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1047.00           | $641.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.5000%  | 0.0000% | $1001.00           | $1084.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1051.00           | $281.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 2.0000%  | 0.0000% | $498999.00         | $55378.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $796.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1016.00           | $700.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $47256884.00       | $38642176.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 4.0000%  | 0.0000% | $84692.00          | $85050.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 4.1900%  | 0.0000% | $1014.00           | $1020.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1045.00           | $289.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $3100623.00        | $2405838.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1083.00           | $637.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $40236.00          | $31766.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2055703.00        | $2063101.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-06-01      | 5.5000%  | 0.0000% | $10911.00          | $48.34             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $4715000.00        | $496770.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.0000%  | 0.0000% | $1908.00           | $1254.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 2.5000%  | 0.0000% | $68566.00          | $41560.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.5000%  | 0.0000% | $93000.00          | $33834.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1128.00           | $674.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $708.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $54000.00          | $41577.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $11458765.00       | $10568492.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $801531.00         | $573885.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 5.0000%  | 0.0000% | $1064.00           | $8.32              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.0000%  | 0.0000% | $1511.00           | $176.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $105.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.1010%  | 0.0000% | $4376.00           | $39.12             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 2.0000%  | 0.0000% | $2000000.00        | $78104.55          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $2310.00           | $1491.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1024.00           | $753.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.1250%  | 0.0000% | $1000.00           | $293.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $746.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $778.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $9440.00           | $6484.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1025.00           | $414.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $3131.00           | $1933.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $4579.00           | $556.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $2001.00           | $115.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $193.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $170535.00         | $78899.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-06-20      | 2.0000%  | 0.0000% | $1006.00           | $443.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $1000.00           | $546.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $1000.00           | $577.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000.00           | $587.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-10-20      | 1.5000%  | 0.0000% | $1000.00           | $515.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-10-20      | 2.0000%  | 0.0000% | $1000.00           | $490.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $8076000.00        | $7511089.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $3490.00           | $3186.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1062.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1264.00           | $1294.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $1172773.00        | $1249546.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1050.00           | $1085.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 7.0000%  | 0.0000% | $857188.00         | $918106.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1007.00           | $83.88             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 4.0000%  | 0.0000% | $448000.00         | $47314.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1189.00           | $610.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $834.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $20990.00          | $14918.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $290121.00         | $259681.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2017.00           | $1613.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 5.0000%  | 0.0000% | $1874.00           | $1879.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1527912.00        | $1527876.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1086.00           | $1074.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $1280702.00        | $1131524.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $2573128.00        | $2488524.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1025000.00        | $520452.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $3150000.00        | $2103089.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $7300000.00        | $5734396.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1216.00           | $1236.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-05-01      | 4.0000%  | 0.0000% | $1008.00           | $55.08             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 4.5000%  | 0.0000% | $1083300.00        | $35086.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 4.0000%  | 0.0000% | $1000.00           | $67.96             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $4873832.00        | $395948.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $494000.00         | $83591.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $1032.00           | $22.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $224000.00         | $37512.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $450000000.00      | $66434098.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $657293.00         | $443165.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 4.2900%  | 0.0000% | $2095.00           | $2128.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.4700%  | 0.0000% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $48257999.00       | $9749971.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $278784.00         | $156648.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $5000000.00        | $2916079.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $114131761.00      | $55851770.50       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 4.0000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $987.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1059.00           | $1030.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 5.9400%  | 0.0000% | $1000.00           | $1083.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.4300%  | 0.0000% | $1000.00           | $1055.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.4600%  | 0.0000% | $1000.00           | $1058.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1072.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1071.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $1000.00           | $1061.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1004.00           | $646.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1000.00           | $332.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $1376.00           | $915.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1000.00           | $750.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $828.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $719.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $923.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-04-20      | 6.3030%  | 0.0000% | $1007.00           | $934.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $511.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1026.00           | $347.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-02-15      | 5.4500%  | 0.0000% | $91744.00          | $96960.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1024.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $2024830.00        | $345459.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $618.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1004.00           | $415.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $375.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $458.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $522.97            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $1000.00           | $1061.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2076.00           | $2255.45           | Agency Mortgage-Backed Securities  |

### Security 271: Citibank NA

- **C.1 - Title:** Citibank NA 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: ARP1FJJU8, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1FJJU8_3.67_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $4581000.00        | $486635.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 2.5000%  | 0.0000% | $400000.00         | $13194.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 3.5000%  | 0.0000% | $9887851.00        | $213051.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 2.0000%  | 0.0000% | $908975.00         | $34607.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $45929.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 5.0000%  | 0.0000% | $1437000.00        | $70972.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 4.0000%  | 0.0000% | $194049.00         | $3313.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $1988000.00        | $161205.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4777963.00        | $353446.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 5.5000%  | 0.0000% | $126056.00         | $7151.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 4.3900%  | 0.0000% | $4125161.00        | $522.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 4.7000%  | 0.0000% | $1364541.00        | $1016.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 3.0000%  | 0.0000% | $146994.00         | $14574.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $9752110.00        | $773522.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $7796010.00        | $829462.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 4.0000%  | 0.0000% | $500000.00         | $46101.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 3.5000%  | 0.0000% | $222386.00         | $18319.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $3621000.00        | $269346.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5428991.00        | $459314.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4533802.00        | $380337.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $214955.00         | $30387.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $285733.00         | $31977.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4068000.00        | $378038.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $6038800.00        | $522551.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $1024.00           | $110.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $699000.00         | $66531.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $6828000.00        | $635768.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1800000.00        | $141759.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $753998.00         | $69159.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $255668.00         | $28492.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $3964176.00        | $427181.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $66323.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4777000.00        | $536516.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $12453681.00       | $1037320.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $895853.00         | $128003.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 4.0000%  | 0.0000% | $817233.00         | $103699.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $6296183.00        | $529706.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $6118041.00        | $638738.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $109408.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 4.0000%  | 0.0000% | $483718.00         | $4481.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $1848890.00        | $158626.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1166000.00        | $78767.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $67280.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $871345.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 4.0000%  | 0.0000% | $745055.00         | $31655.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $779000.00         | $97896.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.0000%  | 0.0000% | $2049054.00        | $246230.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 8.0000%  | 0.0000% | $256935.00         | $8968.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $118000.00         | $10946.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1056066.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $55137.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $948423.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5352300.00        | $390039.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $1001.00           | $64.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $119289.00         | $11643.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 3.0000%  | 0.0000% | $3780000.00        | $300213.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $4849047.00        | $506411.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $504.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1002.00           | $484.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $2000.00           | $1092.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $9000.00           | $5010.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $5005.00           | $2830.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $4000.00           | $2120.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $225000.00         | $77059.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5052.00           | $2915.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $500015.00         | $293739.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $5000.00           | $2946.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $37163.00          | $17994.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1025.00           | $680.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $5304.00           | $3794.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $444518.00         | $286044.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $300000.00         | $169279.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $2000.00           | $1293.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1280.00           | $813.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $24184.00          | $16259.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $2317058.00        | $787775.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $4001.00           | $2034.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $7002.00           | $3319.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $12672.00          | $4168.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $150783.00         | $22602.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $165434.00         | $99590.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $650000.00         | $402799.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $700000.00         | $451161.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $169288.00         | $72299.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $248014.00         | $116334.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 6.0000%  | 0.0000% | $105638.00         | $54183.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 7.0000%  | 0.0000% | $112388.00         | $75184.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $5000.00           | $3404.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1001.00           | $826.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $452882.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 2.5000%  | 0.0000% | $4441.00           | $2849.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1661.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $45838.00          | $27170.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 6.0000%  | 0.0000% | $6000.00           | $3722.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1429.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $769.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $6000.00           | $4599.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $9583960.00        | $1136718.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $3195724.00        | $299314.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $5377000.00        | $518942.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $5804219.00        | $538957.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 2.0000%  | 0.0000% | $231831.00         | $24611.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $6127268.00        | $1032783.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1400000.00        | $99095.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $2150000.00        | $345549.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 3.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $2157500.00        | $142002.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.0000%  | 0.0000% | $2166000.00        | $139380.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $96.32             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 3.5000%  | 0.0000% | $2000.00           | $569.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1111.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $8000.00           | $4120.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $2000.00           | $971.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 4.0000%  | 0.0000% | $13995.00          | $127.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 4.5000%  | 0.0000% | $1377.00           | $41.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.0000%  | 0.0000% | $38000.00          | $3676.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $25000.00          | $1186.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $2000.00           | $162.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1640000.00        | $191974.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1221000.00        | $89337.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $1604000.00        | $115558.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 3.5000%  | 0.0000% | $13000.00          | $1023.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $2720.00           | $214.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $29000.00          | $2285.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 4.0000%  | 0.0000% | $36000.00          | $2443.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.0000%  | 0.0000% | $30000.00          | $3226.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.5000%  | 0.0000% | $4000.00           | $336.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 3.0000%  | 0.0000% | $4000.00           | $411.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 5.5000%  | 0.0000% | $179998.00         | $316.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 4.5000%  | 0.0000% | $38000.00          | $2666.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-05-01      | 6.5000%  | 0.0000% | $329310.00         | $75.09             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 5.0000%  | 0.0000% | $32200.00          | $60.23             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $1000.00           | $3.91              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $372.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 3.0000%  | 0.0000% | $2577.00           | $192.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 3.0000%  | 0.0000% | $14000.00          | $1106.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $75.32             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 2.5000%  | 0.0000% | $26000.00          | $2518.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.0000%  | 0.0000% | $35000.00          | $3047.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.5000%  | 0.0000% | $35000.00          | $2435.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 2.5000%  | 0.0000% | $11000.00          | $995.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 3.5000%  | 0.0000% | $39000.00          | $3486.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 3.0000%  | 0.0000% | $25000.00          | $2685.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 6.5000%  | 0.0000% | $221715.00         | $309.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 6.5420%  | 0.0000% | $2700000.00        | $330818.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 6.5000%  | 0.0000% | $1000.00           | $3.49              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $110.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $3000.00           | $369.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $19000.00          | $2817.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $81.25             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $101.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $25900.00          | $2685.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $22000.00          | $3456.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 4.5000%  | 0.0000% | $1340.00           | $226.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3000.00           | $2006.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1000.00           | $360.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $775.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $685.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $3000.00           | $2840.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 2.0000%  | 0.0000% | $722509.00         | $426505.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $116992.00         | $96449.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $700003.00         | $284413.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1245122.00        | $757120.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $673.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $7000.00           | $5227.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $2001.00           | $1559.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1175000.00        | $879725.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $1000.00           | $498.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $141204.00         | $48876.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $1999990.00        | $544684.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $50000.00          | $31987.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $648.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $1000.00           | $364.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $407531.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1000.00           | $746.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $6000.00           | $4474.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 4.0000%  | 0.0000% | $443630.00         | $246581.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3433.00           | $2575.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $947205.00         | $583099.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $912325.00         | $696285.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2000.00           | $1011.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1501997.00        | $489159.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $656.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $1000.00           | $649.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $855.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $363882.00         | $266625.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $65396.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $734242.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $385000.00         | $218136.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $1495462.00        | $915443.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $2000.00           | $1472.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $725.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $51000.00          | $27331.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $2000.00           | $1449.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $690533.00         | $455741.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $579.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1002.00           | $312.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $999281.00         | $684094.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $6000.00           | $3503.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $4000.00           | $3593.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $755460.00         | $486439.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $377999.00         | $352670.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3583.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $25629.00          | $12131.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1130821.00        | $417636.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $702258.00         | $568454.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $860329.00         | $644669.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $5720000.00        | $1153119.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1021.00           | $182.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $315.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1000.00           | $389.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1004.00           | $298.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $6000.00           | $4585.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1299980.00        | $675368.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $6000.00           | $1881.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $715.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $340000.00         | $287285.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2089.00           | $1531.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $5003.00           | $2132.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $750425.00         | $322704.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $8286.00           | $4862.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $199998.00         | $43451.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $7150.00           | $3601.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2000.00           | $1145.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 2.0000%  | 0.0000% | $2592692.00        | $991962.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $1163.00           | $412.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $1288.00           | $333.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $431932.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $99999.00          | $67968.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1308814.00        | $113229.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $1645785.00        | $315100.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8442.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $345000.00         | $66109.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $987.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1500000.00        | $80339.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $628003.00         | $14241.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $150000.00         | $33749.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $100000.00         | $20687.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $700000.00         | $184848.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1005.00           | $557.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $337378.00         | $237210.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $7591.00           | $4159.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $98000.00          | $50468.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $774234.00         | $593183.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $120394.00         | $90796.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1295727.00        | $965514.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-15      | 2.2900%  | 0.0000% | $35436.00          | $29685.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $636889.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1957000.00        | $2050150.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $744.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2982.00           | $2796.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $12023.00          | $10084.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1484933.00        | $979466.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2885.00           | $1424.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $10786.00          | $5119.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2005.00           | $1350.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1065816.00        | $1077802.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1051012.00        | $906935.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1044946.00        | $1089687.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $550596.00         | $574439.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1094173.00        | $757169.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1057871.00        | $480123.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1062892.00        | $354242.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1845.00           | $960.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1010.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2484.00           | $2628.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1000.00           | $858.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2047.00           | $1967.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3630.00           | $3632.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5406.00           | $5535.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $912427.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2783.00           | $2801.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $9566.00           | $9756.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $4069641.00        | $4210185.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $3513.00           | $3019.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2752.00           | $2919.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 6.5000%  | 0.0000% | $384188379.00      | $980782.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $476922.00         | $14118.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $475023.00         | $5466.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $5529.00           | $33.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1800000.00        | $22768.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $278328.00         | $354.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $5483303.00        | $257956.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $8975282.00        | $217449.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $196000.00         | $6020.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $308091.00         | $10530.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1002.00           | $1087.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 6.5000%  | 0.0000% | $25265805.00       | $13758.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 7.5000%  | 0.0000% | $27805786.00       | $6112.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 8.5000%  | 0.0000% | $655000.00         | $51.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $810265.00         | $194.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 4.5000%  | 0.0000% | $15124572.00       | $188943.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 6.0000%  | 0.0000% | $2913281.00        | $35432.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 8.5000%  | 0.0000% | $10841685.00       | $4949.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 8.0000%  | 0.0000% | $8581784.00        | $7165.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $72865188.00       | $103014.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $116000.00         | $4314.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $17613919.00       | $648787.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $116000.00         | $4317.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $332036.00         | $2877.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $6079142.00        | $206845.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1566.00           | $23.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 3.5000%  | 0.0000% | $323511.00         | $19405.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $124159.00         | $1297.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.0000%  | 0.0000% | $70734.00          | $1092.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $253863.00         | $52.94             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $20341.00          | $583.56            | Agency Mortgage-Backed Securities |
| Tenn Valley Authority                    | 2060-09-15      | 4.6250%  | 0.0000% | $38000.00          | $35671.95          | Agency Mortgage-Backed Securities |
| Tenn Valley Authority                    | 2041-03-15      | N/A      | 0.0000% | $2000.00           | $914.46            | Agency Mortgage-Backed Securities |
| Tenn Valley Authority                    | 2041-09-15      | N/A      | 0.0000% | $2000.00           | $890.99            | Agency Mortgage-Backed Securities |
| Tenn Valley Authority                    | 2057-03-15      | N/A      | 0.0000% | $12000.00          | $2295.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $36000.00          | $3513.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $5000.00           | $545.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $150.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $10000.00          | $2297.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $845.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $14800200.00       | $12282937.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $738833.00         | $622740.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $22155.00          | $19031.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $556522.00         | $528197.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1024.00           | $1014.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $996.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $305649.00         | $264831.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 4.0000%  | 0.0000% | $18000000.00       | $1720685.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $5000.00           | $424.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1123416.00        | $1146328.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $1146442.00        | $1222795.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.7580%  | 0.0000% | $2479452.00        | $2516521.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2976140.00        | $3061035.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1004.00           | $995.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $421903.00         | $444699.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $9295636.00        | $9494231.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $988.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $307841.00         | $268198.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $195910.00         | $153554.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3538883.00        | $3572220.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1021458.00        | $1067788.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1067250.00        | $1108294.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $610.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2579285.00        | $2662133.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1064741.00        | $1119668.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $3890200.00        | $4009931.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $178565.00         | $186921.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 2.5000%  | 0.0000% | $440590.00         | $262595.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1007.00           | $650.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $201000.00         | $156298.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $158000.00         | $139056.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $15962690.00       | $14533848.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1410000.00        | $1299469.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $929.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1932.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $928234.00         | $885502.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1100461.00        | $1132310.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4406.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $737.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $724.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $9546.00           | $7463.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $28000.00          | $20953.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $842.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.0000%  | 0.0000% | $57400.00          | $46945.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 3.9000%  | 0.0000% | $47419.00          | $44222.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.7860%  | 0.0000% | $5408975.00        | $5506599.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8470%  | 0.0000% | $4473503.00        | $4550132.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.9180%  | 0.0000% | $1338832.00        | $1364562.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.4560%  | 0.0000% | $1486858.00        | $1495107.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0300%  | 0.0000% | $2191367.00        | $1723902.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8350%  | 0.0000% | $4795268.00        | $4845615.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $586434.00         | $596994.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $715.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $81000.00          | $55311.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1339.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $694.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $603285.00         | $405372.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $790623.00         | $812416.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $998.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 6.0000%  | 0.0000% | $350644.00         | $364165.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 6.2330%  | 0.0000% | $19219.00          | $836.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $2000.00           | $48.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.6020%  | 0.0000% | $990000.00         | $18118.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1177.00           | $982.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.5000%  | 0.0000% | $169276.00         | $158008.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $50148.00          | $46835.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $107482.00         | $100639.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $842.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $5000.00           | $4030.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $1709.00           | $1565.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $6000000.00        | $5521616.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 3.5000%  | 0.0000% | $1001326.00        | $912584.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $284996.00         | $272977.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1046300.00        | $1019958.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $9356510.00        | $9347266.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $34055232.00       | $33242635.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $452124.00         | $459570.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $4763542.00        | $3220220.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 5.5000%  | 0.0000% | $1000.00           | $593.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $913.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $2110000.00        | $1956596.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 5.5000%  | 0.0000% | $8959.00           | $6042.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $7690000.00        | $7244013.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1499.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $2500001.00        | $1512804.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1492.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1685.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $4002.00           | $3033.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2063.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.0000%  | 0.0000% | $15000.00          | $11796.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $62323.00          | $44316.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $33752100.00       | $26802094.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $597405.00         | $383463.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1092.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $6207910.00        | $3914463.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 6.0000%  | 0.0000% | $9000.00           | $3969.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $5000.00           | $2777.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $170110.00         | $152765.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1025.00           | $704.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $77000.00          | $50936.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.0000%  | 0.0000% | $8000.00           | $4790.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 3.0000%  | 0.0000% | $200000.00         | $114938.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $63000.00          | $47733.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $10000.00          | $7533.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $549.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $736.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $2504000.00        | $1895000.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $248.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $45000.00          | $11943.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $300000.00         | $102374.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.5000%  | 0.0000% | $2000.00           | $638.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $460.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $39000.00          | $35159.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $12000.00          | $10514.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2230.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $645255.00         | $441481.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $4000.00           | $3534.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $3000.00           | $1719.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $2000.00           | $109.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $2698000.00        | $203569.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $105.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $137.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 3.0000%  | 0.0000% | $2000.00           | $269.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $1545000.00        | $190854.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $5000.00           | $845.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $135.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 3.0000%  | 0.0000% | $5000.00           | $738.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $102.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1050.00           | $118.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1850000.00        | $254750.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $126.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $119.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $3337.00           | $277.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $203871.00         | $15672.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 4.0000%  | 0.0000% | $128000.00         | $8461.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $2644000.00        | $188400.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1219580.00        | $90307.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $838141.00         | $167408.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 4.6700%  | 0.0000% | $20189.00          | $764.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 3.0000%  | 0.0000% | $7000.00           | $163.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $2641000.00        | $196264.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $2012293.00        | $153476.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $50000.00          | $3312.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $4000.00           | $226.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $4004.00           | $885.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1542000.00        | $352867.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $11000.00          | $1054.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 6.3910%  | 0.0000% | $368000.00         | $3238.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.5940%  | 0.0000% | $419966.00         | $2310.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $58444.00          | $212.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $120578.00         | $315.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $245000.00         | $3868.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $18000.00          | $694.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $25000.00          | $1113.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-12-01      | 2.5000%  | 0.0000% | $5397.00           | $1021.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $129.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 5.9970%  | 0.0000% | $350000.00         | $905.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 5.9380%  | 0.0000% | $450000.00         | $1215.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 5.8780%  | 0.0000% | $290000.00         | $817.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 6.8400%  | 0.0000% | $204000.00         | $4708.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.2600%  | 0.0000% | $977976.00         | $2076.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 6.9430%  | 0.0000% | $380000.00         | $2877.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $4823350.00        | $2540288.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1666637.00        | $1180960.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1735000.00        | $1646354.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $5755104.00        | $5944255.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.4050%  | 0.0000% | $92000.00          | $649.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 6.4550%  | 0.0000% | $2500000.00        | $2527.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.8110%  | 0.0000% | $92000.00          | $726.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 6.1680%  | 0.0000% | $500000.00         | $1773.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 5.7310%  | 0.0000% | $966220.00         | $23588.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 6.2360%  | 0.0000% | $1000.00           | $7.87              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 5.5550%  | 0.0000% | $625000.00         | $3357.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 5.8410%  | 0.0000% | $75000.00          | $425.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 6.6120%  | 0.0000% | $2393.00           | $115.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 5.8980%  | 0.0000% | $652000.00         | $4876.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3130%  | 0.0000% | $540000.00         | $1687.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $366689.00         | $358559.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $984.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $1105973.00        | $1155392.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 7.0000%  | 0.0000% | $207700.00         | $218633.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $29399.00          | $29606.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $249528.00         | $261053.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1875814.00        | $1923945.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1855831.00        | $1840845.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $833994.00         | $462753.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $3783010.00        | $2994307.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $230495.00         | $130924.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $767605.00         | $408636.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $756.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $784393.00         | $744229.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $359228.00         | $332062.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $87365.00          | $92262.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3883811.00        | $3553622.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $150330.00         | $126129.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $425800.00         | $453720.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $959017.00         | $986949.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $1000.00           | $0.07              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 6.3400%  | 0.0000% | $260000.00         | $126.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $109.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $7000.00           | $1240.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $3476.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $1502.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 6.3500%  | 0.0000% | $20000.00          | $2873.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 5.8890%  | 0.0000% | $6682.00           | $955.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $828.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 6.0000%  | 0.0000% | $1000.00           | $974.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $807.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1453.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.5000%  | 0.0000% | $15010.00          | $1767.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 2.5000%  | 0.0000% | $15000.00          | $3668.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $248.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $6000.00           | $2596.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.0000%  | 0.0000% | $14000.00          | $4995.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $775.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $73000.00          | $56896.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $2027.00           | $1484.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $7000.00           | $5479.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $28200.00          | $22310.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $778.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 4.0000%  | 0.0000% | $3000.00           | $2605.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 4.0000%  | 0.0000% | $57000.00          | $2936.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 5.5000%  | 0.0000% | $143000.00         | $4335.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 4.2000%  | 0.0000% | $931797.00         | $940109.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5500%  | 0.0000% | $9170000.00        | $9278665.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 8.5000%  | 0.0000% | $4222440.00        | $907.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-08-20      | 8.0000%  | 0.0000% | $2251745.00        | $3297.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-11-15      | 8.0000%  | 0.0000% | $13660.00          | $34.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 6.2000%  | 0.0000% | $28180.00          | $18.53             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 6.8750%  | 0.0000% | $110000.00         | $1839.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 9.0000%  | 0.0000% | $250000.00         | $147.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 7.0000%  | 0.0000% | $10832.00          | $120.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $149.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $24431.00          | $622.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $775011.00         | $276.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $727649.00         | $440.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $999.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 4.3500%  | 0.0000% | $1000.00           | $1004.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 4.1000%  | 0.0000% | $6492894.00        | $6502467.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 3.5600%  | 0.0000% | $15569151.00       | $14808708.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-10-10      | 4.1500%  | 0.0000% | $1000.00           | $1004.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.0700%  | 0.0000% | $17378368.00       | $17120810.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 4.5000%  | 0.0000% | $1000000.00        | $1021410.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $4000.00           | $122.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $50000.00          | $3507.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1604000.00        | $98797.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $27950.00          | $5132.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $13000.00          | $1043.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $95.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $6977854.00        | $1564009.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $3000.00           | $411.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $1000.00           | $18.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $97387.00          | $66253.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $4000.00           | $3214.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 2.5000%  | 0.0000% | $3000.00           | $2302.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $150000.00         | $902.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $867999.00         | $1159.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.0000%  | 0.0000% | $42000.00          | $2094.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 6.5000%  | 0.0000% | $10000.00          | $1158.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $6.91              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $3000.00           | $276.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 3.4200%  | 0.0000% | $225000.00         | $133168.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $910000.00         | $325308.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $5386112.00        | $1004913.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $1000.00           | $128.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $40000.00          | $3404.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $64000.00          | $247.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 6.2680%  | 0.0000% | $63336.00          | $1692.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 6.5850%  | 0.0000% | $299000.00         | $3622.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3630%  | 0.0000% | $60000.00          | $333.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3050%  | 0.0000% | $92000.00          | $275.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.6900%  | 0.0000% | $2652.00           | $2840.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $37466.00          | $33196.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $911460.00         | $975536.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $63780.00          | $66697.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4646.00           | $4828.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1084756.00        | $1135521.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1055302.00        | $915585.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1045142.00        | $1129050.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1030420.00        | $1076718.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $72433.00          | $75950.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1746.00           | $1803.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $134891.00         | $124989.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1047.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2094.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1348.00           | $1373.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1176.00           | $1148.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1051.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1085.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $584105.00         | $632791.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4544.00           | $4642.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1305.00           | $1332.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.0960%  | 0.0000% | $1000000.00        | $3284.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.9380%  | 0.0000% | $125000.00         | $1699.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $533.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1084137.00        | $972818.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1090211.00        | $931171.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1119088.00        | $1077115.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1071486.00        | $794085.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $945032.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $1020631.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $955521.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $19954.00          | $13841.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19315.00          | $13592.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $5000.00           | $4587.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $1021484.00        | $870066.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1285588.00        | $811928.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2047.00           | $1012.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $1007.00           | $145.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $999000.00         | $116347.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $1090324.00        | $213620.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1205052.00        | $255687.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1058261.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1217837.00        | $1067700.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $636322.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $4072.00           | $3199.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1565002.00        | $972070.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 6.3750%  | 0.0000% | $53000.00          | $659.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $88482.00          | $1143.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 6.5820%  | 0.0000% | $500000.00         | $1091.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 5.8720%  | 0.0000% | $300000.00         | $2664.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 6.0170%  | 0.0000% | $410000.00         | $2074.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 6.7150%  | 0.0000% | $400000.00         | $1810.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 6.3790%  | 0.0000% | $9780.00           | $84.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 5.6850%  | 0.0000% | $878956.00         | $3825.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 5.8050%  | 0.0000% | $32599.00          | $390.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 5.8350%  | 0.0000% | $102687.00         | $982.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-02-01      | 6.0080%  | 0.0000% | $577006.00         | $2838.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 6.4060%  | 0.0000% | $189890.00         | $1831.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 4.5000%  | 0.0000% | $474000.00         | $427699.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $1510000.00        | $1303409.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $3000.00           | $2180.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $827594.00         | $819750.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $325950.00         | $305527.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $958.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $281532.00         | $262170.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $484535.00         | $480216.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $17950706.00       | $18272516.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1041.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $16000.00          | $12215.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1002.00           | $726.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $758.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $8971121.00        | $6773775.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $827703.00         | $702080.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3486.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $23000.00          | $18064.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $765.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $569.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $550000.00         | $468972.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1330.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $655.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1001.00           | $698.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1275.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2121.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1447.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1363.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $9571700.00        | $6275872.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $413000.00         | $247205.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $724.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $2437.00           | $1025.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $4000.00           | $1182.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $3000.00           | $979.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $539368.00         | $280203.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $44000.00          | $30012.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1144254.00        | $860682.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1009091.00        | $947517.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1066666.00        | $764492.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6800%  | 0.0000% | $1503575.00        | $1607917.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1066591.00        | $1068800.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $85406.00          | $88016.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1025268.00        | $1069122.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1118163.00        | $1058898.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $561008.00         | $596737.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1106299.00        | $1011389.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $810908.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1109885.00        | $1099891.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $275569.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1086042.00        | $1018726.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $6674.00           | $6968.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $650931.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1072941.00        | $728907.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $876387.00         | $851703.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $432675.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1038852.00        | $1077044.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $665973.00         | $697045.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $671207.00         | $607069.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1032824.00        | $937373.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2012.00           | $2055.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1054347.00        | $904580.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1007974.00        | $530296.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $1131960.00        | $1196769.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1038209.00        | $807696.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1084468.00        | $1138063.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1050025.00        | $878295.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1010.00           | $1048.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1092784.00        | $930527.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $938.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 7.0000%  | 0.0000% | $1048967.00        | $221454.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $876378.00         | $925186.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1094995.00        | $833884.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $503038.00         | $347870.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1050161.00        | $635471.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1076055.00        | $928221.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1106520.00        | $959745.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1066517.00        | $1113746.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1090319.00        | $1137523.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $97999.00          | $59761.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $335000.00         | $212298.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 4.5050%  | 0.0000% | $2321723.00        | $2386716.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 3.9100%  | 0.0000% | $2313593.00        | $2320077.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 3.8900%  | 0.0000% | $430337.00         | $430878.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $3000.00           | $212.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $35999.00          | $8449.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 3.0000%  | 0.0000% | $2949000.00        | $747949.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $816.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $17000000.00       | $10091645.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $676444.00         | $398070.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3390.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $122479.00         | $87210.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1654324.00        | $1185744.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $20000.00          | $15308.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2674752.00        | $2770925.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2186.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 4.7200%  | 0.0000% | $282602.00         | $289893.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-07-01      | 4.7200%  | 0.0000% | $8007636.00        | $8249417.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 4.7400%  | 0.0000% | $9108800.00        | $9392906.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 3.9100%  | 0.0000% | $591610.00         | $586696.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 4.1400%  | 0.0000% | $19600.00          | $19711.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1530000.00        | $849434.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $382.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $610.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $649.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 4.6800%  | 0.0000% | $3000000.00        | $3059994.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 4.8150%  | 0.0000% | $2589130.00        | $2687396.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $528876.00         | $344235.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1250000.00        | $771675.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $61657.00          | $44683.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.1130%  | 0.0000% | $30000.00          | $2180.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $80000.00          | $17295.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 6.2380%  | 0.0000% | $144000.00         | $4697.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $500000.00         | $95587.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1169000.00        | $241656.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 1.4290%  | 0.0000% | $1032.00           | $927.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $106.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 5.6700%  | 0.0000% | $53000.00          | $3192.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.0000%  | 0.0000% | $1000.00           | $547.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $2000.00           | $1472.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $1266913.00        | $546817.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $2048.00           | $924.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1999.00           | $755.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1024.00           | $316.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $930324.00         | $266663.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $21000.00          | $6616.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1462.00           | $676.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $2001.00           | $341.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $400004.00         | $56766.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1018753.00        | $167191.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1022.00           | $142.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $8998.00           | $1416.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $266993.00         | $52954.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1152.00           | $246.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $76361.00          | $17778.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1638.00           | $294.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $320000.00         | $69436.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1001.00           | $119.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $10116.00          | $1221.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $1499983.00        | $99254.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $51559.00          | $5995.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1420.00           | $85.53             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $5993.00           | $486.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $2080.00           | $210.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $504010.00         | $247589.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1909.00           | $698.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $448.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 2.0000%  | 0.0000% | $90703.00          | $18865.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $1002.00           | $132.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1007.00           | $120.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $546413.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2095756.00        | $221207.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $187244747.00      | $22981915.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 5.0000%  | 0.0000% | $413000.00         | $35452.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $1000.00           | $103.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1157.00           | $82.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1005.00           | $178.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1411714.00        | $133281.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $853228.00         | $103774.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $30000.00          | $2673.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $9298843.00        | $1057358.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $2799978.00        | $260269.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1273713.00        | $173821.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $154458.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $7425000.00        | $654417.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $1006.00           | $105.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $378786.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1242794.00        | $865487.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $410000.00         | $282924.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $895501.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-15      | 2.9000%  | 0.0000% | $68400.00          | $60103.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1168292.00        | $825771.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.7500%  | 0.0000% | $1138029.00        | $815609.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $2443.00           | $1528.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 4.5000%  | 0.0000% | $5951804.00        | $651360.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1604773.00        | $258212.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $11324791.00       | $1165811.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $748762.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $499000.00         | $388468.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $854884.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $400000.00         | $279549.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $150000.00         | $100231.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $832593.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1083984.00        | $941902.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $859743.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1095208.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $64942.00          | $52623.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $425000.00         | $296605.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1074382.00        | $1110007.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1004921.00        | $862362.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1116558.00        | $492398.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1014328.00        | $1044575.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1986216.00        | $954066.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $618608.00         | $651683.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1459779.00        | $827664.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $3200.00           | $2807.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $870673.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1138269.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $46306.00          | $31711.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1077109.00        | $952964.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1043987.00        | $740984.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $27288.00          | $27835.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1927442.00        | $423680.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2051100.00        | $849002.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 8.0000%  | 0.0000% | $1234621.00        | $1129903.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1980924.00        | $246229.75         | Agency Mortgage-Backed Securities |

### Security 272: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 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: ARP1FJKO0, C.3 - LEI: N/A, C.5 - Other ID: ARP1FJKO0_3.66_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $171946300.00      | $180546720.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $88100000.00       | $89620415.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $234915400.00      | $239832876.34      | U.S. Treasuries (including strips) |

### Security 273: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 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: ARP1FJKP7, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1FJKP7_3.74_0302
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $3420100.00        | $2774725.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $7616519.00        | $7756168.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 5.5000%  | 0.0000% | $19774000.00       | $11189370.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.0000%  | 0.0000% | $2215000.00        | $1140126.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $285770.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $401923.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 5.5000%  | 0.0000% | $4004088.00        | $16853.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 2.5000%  | 0.0000% | $149999.00         | $3994.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 5.0000%  | 0.0000% | $384296.00         | $16570.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $173565.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 4.5000%  | 0.0000% | $761984.00         | $82195.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $156995.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $786270.00         | $487876.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $25000.00          | $16921.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $1343000.00        | $802302.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.5000%  | 0.0000% | $18710000.00       | $12175703.76       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $340000.00         | $208396.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.5000%  | 0.0000% | $5700000.00        | $4193940.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $6450000.00        | $4769552.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $260000.00         | $155023.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $13989.00          | $9346.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $5520896.00        | $4448048.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $315090.00         | $239158.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $2506000.00        | $1084308.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $41186496.00       | $25458215.23       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $2941864.00        | $2164926.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $144000.00         | $106414.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1187840.00        | $867207.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $2981116.00        | $2219038.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $80000.00          | $63495.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.0000%  | 0.0000% | $10000.00          | $1390.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.5000%  | 0.0000% | $25641760.00       | $14737260.69       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 5.5000%  | 0.0000% | $1386475.00        | $7002.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 5.5000%  | 0.0000% | $3112000.00        | $38606.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $145473.00         | $1497.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $43340.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $2073556.00        | $177870.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-04-01      | 4.0000%  | 0.0000% | $53000.00          | $6578.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 5.5000%  | 0.0000% | $11000.00          | $8466.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 4.5000%  | 0.0000% | $25000.00          | $13798.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4086.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4398.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.5000%  | 0.0000% | $1159440.00        | $813630.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $13423728.00       | $12607445.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $96000.00          | $83818.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $160.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $347.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3655.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $2369000.00        | $433694.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $4505184.00        | $3600648.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $804000.00         | $281524.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $1649000.00        | $1047312.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-11-01      | 4.5000%  | 0.0000% | $25000.00          | $20914.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $754000.00         | $572162.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $300000.00         | $249979.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $85665.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $240000.00         | $188968.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.5000%  | 0.0000% | $700000.00         | $490650.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 4.0000%  | 0.0000% | $500000.00         | $351123.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $600000.00         | $482273.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1400000.00        | $1070202.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $6657360.00        | $4856919.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $1011398.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 3.0000%  | 0.0000% | $4276224.00        | $3870567.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 4.0000%  | 0.0000% | $1402510.00        | $1364954.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.5000%  | 0.0000% | $2703820.00        | $2491942.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.9828%  | 0.0000% | $100000000.00      | $2554759.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.0000%  | 0.0000% | $16814000.00       | $11685493.17       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $18000000.00       | $16389044.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.7328%  | 0.0000% | $50000000.00       | $4358917.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-01-25      | 5.5000%  | 0.0000% | $9090896.00        | $1457461.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 6.0000%  | 0.0000% | $17510240.00       | $2895010.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 1.5828%  | 0.0000% | $59125376.00       | $2501293.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $14620896.00       | $14540316.63       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.9828%  | 0.0000% | $35000000.00       | $867236.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.0828%  | 0.0000% | $100000000.00      | $3538944.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 3.5328%  | 0.0000% | $43876352.00       | $1904912.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.7828%  | 0.0000% | $50557440.00       | $1063705.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 3.3328%  | 0.0000% | $44895424.00       | $3260421.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 3.3328%  | 0.0000% | $16606304.00       | $860921.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 3.3328%  | 0.0000% | $40458048.00       | $2059813.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 2.2328%  | 0.0000% | $104121088.00      | $3867755.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-02-25      | 1.3828%  | 0.0000% | $101300000.00      | $2088109.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-09-25      | 3.4328%  | 0.0000% | $100000000.00      | $5303375.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-04-25      | 3.4328%  | 0.0000% | $53399104.00       | $3298512.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.4328%  | 0.0000% | $116505472.00      | $5311413.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 2.1328%  | 0.0000% | $102500000.00      | $6197477.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.4328%  | 0.0000% | $158132736.00      | $4022804.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-01-25      | 6.0000%  | 0.0000% | $17302500.00       | $3114917.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $2628438.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7144415.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1303025.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 1.5328%  | 0.0000% | $23488448.00       | $910052.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5038307.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 1.5328%  | 0.0000% | $55660000.00       | $1935719.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.9328%  | 0.0000% | $76948000.00       | $2031500.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 1.5128%  | 0.0000% | $48317696.00       | $2081359.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 2.0000%  | 0.0000% | $50000000.00       | $2288657.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 2.2328%  | 0.0000% | $44342208.00       | $1553475.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 1.4405%  | 0.0000% | $22055120.00       | $1371035.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $188192.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $314001.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063519.00       | $407133.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-25      | 3.0000%  | 0.0000% | $22000000.00       | $2481294.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | 0.1418%  | 0.0000% | $69362687.00       | $120241.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $355946.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $7920351.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8259814.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4349979.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $863179.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5408243.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $7610941.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3759706.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 1.5828%  | 0.0000% | $67500000.00       | $2492497.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 1.3328%  | 0.0000% | $50000000.00       | $1220030.86        | Agency Collateralized Mortgage Obligation |

### Security 274: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 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: ARP1FJKQ5, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1FJKQ5_3.67_0302
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28572725.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 2.0000%  | 0.0000% | $15269300.00       | $8605346.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1750258.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26896708.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 2.0000%  | 0.0000% | $53038600.00       | $32278084.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 2.0000%  | 0.0000% | $24035400.00       | $14848304.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $14602000.00       | $13826331.83       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $31278260.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12709008.06       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $9698000.00        | $6122880.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $48138400.00       | $11418067.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $1028336.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6786939.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $4100.00           | $761.18            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3552627.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $51364900.00       | $5186652.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4282800.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $28314106.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4905694.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12300525.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22356750.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $27840101.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8101074.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7625961.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26111237.64       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $49097500.00       | $1814786.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $37776513.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9919085.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $19190071.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9314968.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4344096.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $831866.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12441720.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $28043684.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $28698416.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10782493.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $18600168.92       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $22619935.66       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $30606947.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $20140538.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $16175162.47       | Agency Collateralized Mortgage Obligation |

### Security 275: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 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: ARP1FJKR3, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1FJKR3_3.67_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $179077.00         | $184502.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $886187.00         | $912183.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $4546801.00        | $4674134.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $1317209.00        | $1353833.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1421140.00        | $1463586.76        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-10-15      | 0.1250%  | 0.0000% | $87927100.00       | $104449124.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-15      | 0.1250%  | 0.0000% | $41700000.00       | $45522150.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $64649100.00       | $71696134.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-15      | 2.1250%  | 0.0000% | $73617100.00       | $80220890.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $153576300.00      | $163067851.91      | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $972007.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $12000000.00       | $9434536.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $2493885.00        | $2568285.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $1219413.00        | $1255767.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $145789.00         | $150205.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4240215.00        | $4365648.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $11557199.00       | $11876358.01       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $378350.00         | $391019.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $910679.00         | $943102.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4797160.00        | $4940373.11        | Agency Mortgage-Backed Securities  |

### Security 276: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 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: ARP1FJKS1, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1FJKS1_3.66_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $197863300.00      | $201276083.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $6000000.00        | $5925864.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $47319400.00       | $47798081.49       | U.S. Treasuries (including strips) |

### Security 277: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 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: ARP1FJKT9, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1FJKT9_3.74_0302
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $34999808.00       | $16370.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903872.00      | $376667.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.8328%  | 0.0000% | $51592832.00       | $4998339.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $5793744.00        | $828619.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $2435952.00        | $335205.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $1333332.00        | $234811.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.6028%  | 0.0000% | $50000000.00       | $2880745.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727878.00         | $19847.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $48166.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.4259%  | 0.0000% | $13956624.00       | $589325.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $3900000.00        | $45984.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203872.00       | $381988.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $59999900.00       | $385093.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $182168.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $14049.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.2683%  | 0.0000% | $7000000.00        | $225947.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.3183%  | 0.0000% | $559956.00         | $18767.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 5.5000%  | 0.0000% | $2220908.00        | $208189.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 5.5000%  | 0.0000% | $1636364.00        | $330090.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.3828%  | 0.0000% | $17472300.00       | $1387068.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 2.5828%  | 0.0000% | $70488576.00       | $5426545.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 5.0000%  | 0.0000% | $30000000.00       | $28677423.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1117.15           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 4.4227%  | 0.0000% | $55000000.00       | $2229255.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1015.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.4934%  | 0.0000% | $6215312.00        | $13635.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482784.00       | $421874.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $177773.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.4328%  | 0.0000% | $40000000.00       | $5565814.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 5.5000%  | 0.0000% | $909091.00         | $127085.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 2.3328%  | 0.0000% | $200000000.00      | $18321272.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 3.4828%  | 0.0000% | $62887040.00       | $8008871.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.7328%  | 0.0000% | $9000000.00        | $477156.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0500%  | 0.0000% | $200000000.00      | $276769.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0800%  | 0.0000% | $100000000.00      | $222044.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 5.0000%  | 0.0000% | $2713050.00        | $269074.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 6.0000%  | 0.0000% | $1456026.00        | $281402.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $26214816.00       | $26914444.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $69999744.00       | $58210.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1885%  | 0.0000% | $61700000.00       | $4806923.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.8685%  | 0.0000% | $125000000.00      | $9558783.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $4491180.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9276%  | 0.0000% | $50000000.00       | $3424754.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 1.1244%  | 0.0000% | $39996000.00       | $3500037.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7519%  | 0.0000% | $55369344.00       | $3928938.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4496%  | 0.0000% | $13922768.00       | $728275.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8568%  | 0.0000% | $121737856.00      | $8123464.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5853%  | 0.0000% | $25000000.00       | $1427929.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9020%  | 0.0000% | $44000000.00       | $3163846.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8964%  | 0.0000% | $105932032.00      | $7206358.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8793%  | 0.0000% | $106796416.00      | $7911271.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0394%  | 0.0000% | $100526720.00      | $8504276.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $543011.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $42458.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $286414.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $6219000.00        | $7552516.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427456.00      | $5044929.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1837%  | 0.0000% | $331784192.00      | $6440533.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7466%  | 0.0000% | $70664064.00       | $4365129.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276776.00        | $184636.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $46840.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287440.00        | $236491.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $37815.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $45300224.00       | $2903665.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275224.00        | $13542.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.1000%  | 0.0000% | $6318000.00        | $368755.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $9515720.00        | $1231970.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $60355.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $9542.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $113497.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0270%  | 0.0000% | $147202048.00      | $7526418.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $198292.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18354784.00       | $1922174.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $466982.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $99918.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $22600000.00       | $2476913.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254848.00       | $773245.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17021952.00       | $9816.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709760.00       | $3547071.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1164460.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480560.00       | $896968.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $36319616.00       | $3072605.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $66655.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $173129.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53401152.00       | $4804380.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $147183.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788800.00       | $1668567.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750288.00       | $1612200.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $834150.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098528.00       | $8403297.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361088.00       | $2686383.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $13984.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $180429.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 6.0000%  | 0.0000% | $1685590.00        | $191232.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.4828%  | 0.0000% | $57899264.00       | $2198451.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.0000%  | 0.0000% | $2389580.00        | $348667.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $46350.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16071680.00       | $10664.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $102821.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456384.00        | $1043769.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $4999936.00        | $4099.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.9828%  | 0.0000% | $40000000.00       | $2762849.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8828%  | 0.0000% | $15000000.00       | $539519.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $147936.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $148011.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728068.00        | $550461.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721240.00        | $352550.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600836.00        | $481526.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418904.00        | $561333.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769336.00        | $340811.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290140.00        | $342683.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.4028%  | 0.0000% | $16611008.00       | $1354143.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-03-25      | 0.2818%  | 0.0000% | $33941696.00       | $799318.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961536.00       | $3612228.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28860928.00       | $16247.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $54053.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166664.00        | $218074.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $36084320.00       | $4413345.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $46353.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $16779.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461504.00       | $11129.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $3075192.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104776.00        | $247768.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $39824.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37970432.00       | $7433.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3697%  | 0.0000% | $12850000.00       | $360935.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528512.00       | $839955.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $51030.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $235223.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.9187%  | 0.0000% | $8000000.00        | $625892.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $147230.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1128567.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $86041.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $24780440.00       | $2948445.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $429428.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-25      | 3.0000%  | 0.0000% | $2000000.00        | $176792.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $3256168.00        | $26793.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2782243.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117040.00        | $206418.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416072.00        | $164642.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.5000%  | 0.0000% | $3550000.00        | $4101710.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.0000%  | 0.0000% | $1378664.00        | $1666568.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253120.00       | $1223466.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $13016.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.4183%  | 0.0000% | $55745280.00       | $425530.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-15      | 6.5000%  | 0.0000% | $14682000.00       | $95692.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $21171.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $2044000.00        | $13076.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $35503.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.9085%  | 0.0000% | $77860096.00       | $6472347.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1885%  | 0.0000% | $3436424.00        | $250631.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 4.0000%  | 0.0000% | $11653480.00       | $13388747.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $38220.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128896.00        | $280332.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $315302.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 4.5000%  | 0.0000% | $16436000.00       | $1136211.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $102017.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $197664.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $205734.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 3.5000%  | 0.0000% | $10322000.00       | $840384.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473280.00       | $3939845.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $363432.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2328%  | 0.0000% | $14251040.00       | $641736.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $47922.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $18463.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $288094.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095664.00       | $2233205.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $55929.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $68719.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $7478736.00        | $8101028.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065916.00        | $25741.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $124407.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $129580.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $631828.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41079040.00       | $23661.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9960063.00        | $7503.41           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306144.00        | $354553.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $687706.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.6828%  | 0.0000% | $10000000.00       | $537928.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692304.00        | $3891361.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931720.00        | $542918.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $16641.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $67072.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-03-25      | 1.9500%  | 0.0000% | $150343680.00      | $12987789.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365543.00         | $1814.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14920192.00       | $196014.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $3091324.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $94370.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $58806.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $2788000.00        | $3724371.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $124926.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.5000%  | 0.0000% | $10000000.00       | $10733099.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309888.00      | $242802.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 6.0000%  | 0.0000% | $6021976.00        | $857936.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 6.0000%  | 0.0000% | $125000.00         | $21836.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1828%  | 0.0000% | $163403520.00      | $11349522.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $206018.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $30038.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.1628%  | 0.0000% | $50000000.00       | $4152026.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $188755.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $16940640.00       | $2470084.61        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2026-08-27      | N/A      | 0.0000% | $400.00            | $393.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-01-31      | 3.5000%  | 0.0000% | $3998100.00        | $4012043.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-06-30      | 3.7500%  | 0.0000% | $1396000.00        | $1418323.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $24475500.00       | $24828331.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-12-15      | 3.5000%  | 0.0000% | $97137000.00       | $98071301.03       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-02-15      | 3.5000%  | 0.0000% | $15344200.00       | $15402848.92       | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2056-01-20      | 2.4585%  | 0.0000% | $29000000.00       | $3223281.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 3.0185%  | 0.0000% | $65000000.00       | $8064907.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $11054816.00       | $2137916.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1703434.00        | $1447516.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4618312.00        | $989465.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $18152256.00       | $3793088.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.6000%  | 0.0000% | $58253760.00       | $6579736.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.6000%  | 0.0000% | $54336640.00       | $5431575.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.6200%  | 0.0000% | $75000000.00       | $9030558.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.0000%  | 0.0000% | $37500000.00       | $2617758.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.3585%  | 0.0000% | $29066656.00       | $2799752.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8085%  | 0.0000% | $49999900.00       | $3657358.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $71851.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 1.8185%  | 0.0000% | $25000000.00       | $2006568.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $31681120.00       | $5901061.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $27458880.00       | $5805161.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.8885%  | 0.0000% | $40941056.00       | $5087781.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $25288448.00       | $5292011.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $15998544.00       | $35132.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1273182.00        | $275119.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0800%  | 0.0000% | $66000000.00       | $195905.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.3385%  | 0.0000% | $75346432.00       | $7872284.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.9385%  | 0.0000% | $83797248.00       | $7575004.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.2885%  | 0.0000% | $13333328.00       | $1113533.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6500%  | 0.0000% | $75000000.00       | $1895986.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5385%  | 0.0000% | $45000000.00       | $4984396.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8885%  | 0.0000% | $156232704.00      | $10298719.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0000%  | 0.0000% | $156232704.00      | $5924141.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0500%  | 0.0000% | $90232832.00       | $174080.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8085%  | 0.0000% | $50000000.00       | $3623843.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846008.00        | $3599328.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $259627.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $44060.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $3999990.00        | $4379.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545440.00        | $3410411.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727272.00        | $1985952.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $22402.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.8385%  | 0.0000% | $95917952.00       | $6712976.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $24999936.00       | $22520.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $37248320.00       | $6294657.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $51342.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $22630.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $30000000.00       | $21521.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.9885%  | 0.0000% | $50000000.00       | $3357577.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3885%  | 0.0000% | $64600000.00       | $4638289.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $232727.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4994990.00        | $6556.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782800.00       | $2717302.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $42707.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.2885%  | 0.0000% | $1000000.00        | $74882.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89499900.00       | $10740267.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $140440.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295968.00        | $275216.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833328.00        | $3616913.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $19179.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457264.00        | $745301.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956608.00       | $57698.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 0.9722%  | 0.0000% | $126282368.00      | $9740811.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 5.0000%  | 0.0000% | $3000.00           | $2814.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 0.9305%  | 0.0000% | $130052096.00      | $9833583.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $18063.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269546.00        | $167662.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74999808.00       | $30214.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74999808.00       | $30214.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $6658460.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $127999872.00      | $117948.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275744.00       | $27226.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $17827.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $36999936.00       | $31920.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583296.00       | $5085615.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53702976.00       | $99294.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12499968.00       | $11528.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142856.00        | $824929.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19140864.00       | $11043.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081136.00        | $2880344.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3885%  | 0.0000% | $68000000.00       | $3116974.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $36999936.00       | $19588.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $14168.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3885%  | 0.0000% | $26698400.00       | $2123745.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $54999936.00       | $50608.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40812288.00       | $24451.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25971456.00       | $15577.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3685%  | 0.0000% | $13046496.00       | $833467.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67096320.00       | $44343.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12084352.00       | $9923.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $24999936.00       | $9367.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5499904.00        | $2061.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166664.00        | $919656.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $220251.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291666.00        | $175865.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3683%  | 0.0000% | $28926240.00       | $667553.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.3183%  | 0.0000% | $48975872.00       | $203498.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955028.00        | $552019.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6085%  | 0.0000% | $130000000.00      | $6997294.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $20000000.00       | $12983.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $49999900.00       | $210044.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $148559.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6685%  | 0.0000% | $100000000.00      | $5637962.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.3085%  | 0.0000% | $100068992.00      | $9358941.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.9385%  | 0.0000% | $52000000.00       | $4027058.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $586095.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120128.00       | $1240892.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.3183%  | 0.0000% | $22737664.00       | $751627.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $81224.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627904.00       | $4755064.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1355164.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.0000%  | 0.0000% | $45000000.00       | $1653299.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874560.00       | $19399.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966784.00       | $14702.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413632.00       | $21248.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.0000%  | 0.0000% | $50000000.00       | $1649052.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $968761.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3499990.00        | $3893.17           | Agency Collateralized Mortgage Obligation |

### Security 278: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.760000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1FJLD3, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1FJLD3_3.76_0303
- **C.18 - Value (incl. sponsor support):** $1090360294.12
- **C.18.a - Value (excl. sponsor support):** $1090360294.12
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 279: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJM91, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1FJM91_3.70_0302
- **C.18 - Value (incl. sponsor support):** $306885000.00
- **C.18.a - Value (excl. sponsor support):** $306885000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $39000000.00       | $14768325.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $65000000.00       | $23453625.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | N/A      | 0.0000% | $50000000.00       | $29707500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $40000000.00       | $40188000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $90000000.00       | $50604750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | N/A      | 0.0000% | $130000000.00      | $71106750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $150000000.00      | $83193750.00       | U.S. Treasuries (including strips) |

### Security 280: BNP Paribas - Fixed Income Clearing Corp.

- **C.1 - Title:** BNP Paribas - Fixed Income Clearing Corp. 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: ARP1FK3Y4, C.3 - LEI: N/A, C.5 - Other ID: ARP1FK3Y4_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** BNP Paribas - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2040-05-15      | 4.3750%  | 0.0000% | $800.00            | $815.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 4.2500%  | 0.0000% | $3221400.00        | $3226550.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 4.7500%  | 0.0000% | $40199700.00       | $42012408.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 4.3750%  | 0.0000% | $400.00            | $405.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $1300.00           | $940.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $92900.00          | $47869.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $59200.00          | $32769.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $985000.00         | $575516.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $501307900.00      | $361967638.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $58.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $348.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-11-15      | 4.0000%  | 0.0000% | $11000.00          | $10011.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $800.00            | $788.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $491000.00         | $460689.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 4.5000%  | 0.0000% | $49967000.00       | $49887088.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $5068000.00        | $5015744.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $50570264.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-11-15      | 4.6250%  | 0.0000% | $7492100.00        | $7641015.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2056-02-15      | 4.7500%  | 0.0000% | $200.00            | $204.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-15      | 1.6250%  | 0.0000% | $1331900.00        | $1255088.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $91.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $5885400.00        | $5208951.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $90786100.00       | $91504810.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $400.00            | $405.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 4.5000%  | 0.0000% | $60694300.00       | $62365976.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $800.00            | $801.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-31      | 3.7500%  | 0.0000% | $300.00            | $307.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-10-31      | 4.1250%  | 0.0000% | $100000000.00      | $103962408.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $10000.00          | $10359.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $39000000.00       | $40379541.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-09-30      | 3.8750%  | 0.0000% | $29200000.00       | $29961372.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8129%  | 0.0000% | $200.00            | $200.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-11-15      | 4.0000%  | 0.0000% | $62009000.00       | $62902903.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.6250%  | 0.0000% | $100000000.00      | $100995301.10      | U.S. Treasuries (including strips) |

### Security 281: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 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: ARP1FK415, C.3 - LEI: 5U0XI89JRFVH, C.5 - Other ID: ARP1FK415_3.66_0302
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $200000000.00      | $190445306.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $77.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $270688200.00      | $176848412.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $481730500.00      | $325225030.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $530000000.00      | $324485071.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $243993200.00      | $237951978.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $280239100.00      | $255829576.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $14744100.00       | $15297307.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $228700500.00      | $234167553.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $211159700.00      | $216551629.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $203979700.00      | $208608787.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $615798800.00      | $620444812.45      | U.S. Treasuries (including strips) |

### Security 282: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 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: ARP1FK423, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1FK423_3.66_0302
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $93725700.00       | $83287682.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $11704900.00       | $11537217.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $87107500.00       | $87292998.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $86354600.00       | $88610649.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $85320000.00       | $86380378.17       | U.S. Treasuries (including strips) |

### Security 283: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 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: ARP1FK449, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1FK449_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip                      | 2027-11-15      | N/A      | 0.0000% | $186600.00         | $175920.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $25400.00          | $23332.11          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.2500%  | 0.0000% | $516000.00         | $591100.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | N/A      | 0.0000% | $173736000.00      | $134860832.60      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-01-16      | 3.9500%  | 0.0000% | $140750000.00      | $141679051.70      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $65000.00          | $38363.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-23      | 3.7500%  | 0.0000% | $29000.00          | $29010.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-15      | 5.6250%  | 0.0000% | $1659000.00        | $1869984.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $244628.00         | $18531.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $4676.00           | $407.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $45000.00          | $20819.72          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $53800.00          | $52427.02          | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank                 | 2026-03-13      | 4.5000%  | 0.0000% | $77000.00          | $78620.08          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-09-01      | 4.7500%  | 0.0000% | $56000.00          | $57619.08          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-08-12      | 3.8000%  | 0.0000% | $499000.00         | $500054.28         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-10-02      | 3.5000%  | 0.0000% | $20000.00          | $20262.94          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2034-12-18      | 4.8300%  | 0.0000% | $99000.00          | $99915.40          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-10-15      | 5.0300%  | 0.0000% | $7186000.00        | $7294992.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-07-15      | 5.5000%  | 0.0000% | $36365000.00       | $40641620.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-09-15      | 6.7500%  | 0.0000% | $23000.00          | $26166.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | 6.7500%  | 0.0000% | $157000.00         | $184133.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-09-15      | N/A      | 0.0000% | $42000.00          | $35428.26          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-04-13      | N/A      | 0.0000% | $552000.00         | $549477.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-04-08      | N/A      | 0.0000% | $6600000.00        | $6573072.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-04-17      | N/A      | 0.0000% | $1200000.00        | $1194036.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-04-22      | N/A      | 0.0000% | $200000.00         | $198906.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-22      | N/A      | 0.0000% | $36441000.00       | $36021855.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-05-27      | N/A      | 0.0000% | $11303000.00       | $11201951.18       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2031-09-02      | 1.7300%  | 0.0000% | $43469000.00       | $39463363.05       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-02-02      | 0.6900%  | 0.0000% | $245000.00         | $238617.79         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2031-04-28      | 1.7000%  | 0.0000% | $977000.00         | $889517.90         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2031-12-23      | 2.0500%  | 0.0000% | $49997000.00       | $45687980.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-04-19      | 2.9500%  | 0.0000% | $25000.00          | $25082.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2032-09-10      | 4.2500%  | 0.0000% | $95000.00          | $99050.35          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-03-13      | 4.1250%  | 0.0000% | $5065000.00        | $5161648.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2030-06-14      | 4.1250%  | 0.0000% | $75000.00          | $77049.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-04-09      | 4.7500%  | 0.0000% | $655000.00         | $675428.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-03-04      | 3.7750%  | 0.0000% | $9000000.00        | $9080856.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-06-04      | 3.8750%  | 0.0000% | $85000.00          | $86080.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-10-04      | 3.5000%  | 0.0000% | $470000.00         | $475807.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-24      | 3.6100%  | 0.0000% | $500000.00         | $502948.75         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-03-25      | N/A      | 0.0000% | $3000000.00        | $2991870.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-17      | N/A      | 0.0000% | $33382000.00       | $29130802.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-09-11      | 1.8750%  | 0.0000% | $25000.00          | $24980.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2028-11-16      | 3.2500%  | 0.0000% | $535000.00         | $537152.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-02-24      | 1.0200%  | 0.0000% | $190000.00         | $185313.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-03-17      | 0.9000%  | 0.0000% | $150000.00         | $150397.50         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2028-05-15      | N/A      | 0.0000% | $17165139.37       | $15887795.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $162248.90         | $100350.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-08-15      | N/A      | 0.0000% | $1044.47           | $537.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-02-15      | N/A      | 0.0000% | $146288.72         | $43100.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2034-02-15      | N/A      | 0.0000% | $209700.00         | $154003.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-15      | 2.2500%  | 0.0000% | $16405200.00       | $16126374.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $43272900.00       | $58789873.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 1.8750%  | 0.0000% | $14999900.00       | $14907327.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-15      | 1.6250%  | 0.0000% | $219804200.00      | $232908615.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2031-08-15      | N/A      | 0.0000% | $39343.17          | $32160.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2034-05-15      | N/A      | 0.0000% | $210104.57         | $151735.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-05-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-02-15      | N/A      | 0.0000% | $13437.50          | $12984.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-05-15      | N/A      | 0.0000% | $631687.86         | $605425.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $49400.00          | $31371.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-02-15      | N/A      | 0.0000% | $85800.00          | $28434.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-11-15      | N/A      | 0.0000% | $56300.00          | $17979.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-02-15      | N/A      | 0.0000% | $95000.00          | $29996.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-11-15      | N/A      | 0.0000% | $191300.00         | $58181.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-02-15      | N/A      | 0.0000% | $6626800.00        | $1743120.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $24999800.00       | $23319284.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $133727900.00      | $135588668.33      | U.S. Treasuries (including strips) |

### Security 284: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 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: ARP1FK456, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1FK456_3.66_0302
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $155643800.00      | $40401239.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $37245542.40       | $13652763.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $28136898.56       | $9220855.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $54802841.60       | $15909045.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $150510000.00      | $37595441.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $1500000.00        | $600487.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $3310000.00        | $2722316.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $891000.00         | $664972.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 4.8750%  | 0.0000% | $70060200.00       | $75234955.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $38163824.64       | $26682886.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $24198051.70       | $22614047.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $27968266.24       | $15344565.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $33487257.60       | $17610781.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $32514498.56       | $12534306.68       | U.S. Treasuries (including strips) |

### Security 285: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK464, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1FK464_3.68_0302
- **C.18 - Value (incl. sponsor support):** $515000000.00
- **C.18.a - Value (excl. sponsor support):** $515000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank              | 2028-04-21      | 5.2500%  | 0.0000% | $5960000.00        | $6289868.12        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2038-09-20      | 4.0800%  | 0.0000% | $2982000.00        | $2863269.68        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2037-01-05      | 2.6800%  | 0.0000% | $3000000.00        | $2575104.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | N/A      | 0.0000% | $1000000.00        | $829175.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $348000.00         | $399760.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-01-15      | N/A      | 0.0000% | $3386000.00        | $2689950.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.2200%  | 0.0000% | $76678000.00       | $57038642.77       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2056-02-15      | N/A      | 0.0000% | $5689000.00        | $1392223.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 4.7500%  | 0.0000% | $26427000.00       | $27618661.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $141665000.00      | $144866670.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2027-02-15      | N/A      | 0.0000% | $17600.00          | $17012.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2027-02-28      | N/A      | 0.0000% | $6000000.00        | $5803026.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2032-02-15      | N/A      | 0.0000% | $48000.00          | $38639.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2032-11-15      | N/A      | 0.0000% | $791000.00         | $616809.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-11-15      | N/A      | 0.0000% | $397000.00         | $387040.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2035-02-15      | N/A      | 0.0000% | $8700000.00        | $6120215.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 4.1250%  | 0.0000% | $581200.00         | $585960.99         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2035-08-17      | 1.5400%  | 0.0000% | $10000000.00       | $7957837.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $2827000.00        | $3253271.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $1166000.00        | $1120638.91        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2026-11-15      | N/A      | 0.0000% | $28500.00          | $27818.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2040-02-15      | N/A      | 0.0000% | $13282500.00       | $7234765.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2046-05-15      | N/A      | 0.0000% | $56014300.00       | $21580237.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2049-05-15      | N/A      | 0.0000% | $54758300.00       | $18073743.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2051-08-15      | N/A      | 0.0000% | $160119600.00      | $47339840.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2051-11-15      | N/A      | 0.0000% | $186067000.00      | $54432970.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2055-02-15      | N/A      | 0.0000% | $148943000.00      | $37888865.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $16900.00          | $17670.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2035-08-15      | N/A      | 0.0000% | $38887792.64       | $26544457.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-08-15      | N/A      | 0.0000% | $4214758.40        | $4145699.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2027-08-15      | N/A      | 0.0000% | $4837399.29        | $4598204.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2028-08-15      | N/A      | 0.0000% | $33303756.80       | $30597759.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2028-10-31      | N/A      | 0.0000% | $24375.00          | $22224.39          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-02-28      | N/A      | 0.0000% | $33750.00          | $33750.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-04-30      | N/A      | 0.0000% | $24375.00          | $24227.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-07-31      | N/A      | 0.0000% | $7500.00           | $7388.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2055-02-15      | N/A      | 0.0000% | $797273.00         | $200115.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2055-11-15      | N/A      | 0.0000% | $924592.64         | $227576.46         | U.S. Treasuries (including strips) |

### Security 286: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1FK472, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FK472_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip      | 2044-05-15      | N/A      | 0.0000% | $600.00            | $255.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2044-08-15      | N/A      | 0.0000% | $1789400.00        | $750021.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2044-11-15      | N/A      | 0.0000% | $2068300.00        | $855415.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2045-02-15      | N/A      | 0.0000% | $2491000.00        | $1016903.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2045-05-15      | N/A      | 0.0000% | $492600.00         | $198869.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2045-08-15      | N/A      | 0.0000% | $918100.00         | $365132.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2045-11-15      | N/A      | 0.0000% | $1785000.00        | $700937.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2046-02-15      | N/A      | 0.0000% | $983800.00         | $381220.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2046-05-15      | N/A      | 0.0000% | $2258100.00        | $863994.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2046-08-15      | N/A      | 0.0000% | $2830700.00        | $1069438.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2046-11-15      | N/A      | 0.0000% | $3148800.00        | $1175390.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2047-02-15      | N/A      | 0.0000% | $1138000.00        | $418593.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2047-05-15      | N/A      | 0.0000% | $724400.00         | $263005.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2047-08-15      | N/A      | 0.0000% | $10167400.00       | $3637733.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2047-11-15      | N/A      | 0.0000% | $21708100.00       | $7676049.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2048-02-15      | N/A      | 0.0000% | $899200.00         | $313622.08         | U.S. Treasuries (including strips) |
| Federal Home Loan Bank   | 2027-03-12      | 1.6250%  | 0.0000% | $11990000.00       | $11841131.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2027-02-10      | 0.8300%  | 0.0000% | $14000000.00       | $13647535.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2026-06-12      | 4.7500%  | 0.0000% | $325000.00         | $329232.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2027-04-09      | 4.7500%  | 0.0000% | $165000.00         | $170146.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2026-10-09      | 4.0000%  | 0.0000% | $275000.00         | $279912.42         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-10-25      | 4.0900%  | 0.0000% | $29037000.00       | $29274296.82       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-05-28      | 4.7500%  | 0.0000% | $39197000.00       | $39751835.71       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-09-07      | 3.8400%  | 0.0000% | $90000.00          | $91052.53          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-17      | 3.7200%  | 0.0000% | $800000.00         | $803397.33         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-05-28      | 3.7100%  | 0.0000% | $56000.00          | $56527.82          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-11-13      | 3.8300%  | 0.0000% | $99000.00          | $99237.54          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-06-18      | 3.7600%  | 0.0000% | $111000.00         | $111824.24         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-28      | 3.8000%  | 0.0000% | $2800000.00        | $2829051.56        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-02-22      | 3.7500%  | 0.0000% | $139000.00         | $139259.08         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip      | 2044-02-15      | N/A      | 0.0000% | $100.00            | $43.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2047-11-15      | N/A      | 0.0000% | $11149999.00       | $3861423.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2048-02-15      | N/A      | 0.0000% | $55290514.00       | $18912009.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2044-11-15      | N/A      | 0.0000% | $94689761.00       | $38252390.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2045-02-15      | N/A      | 0.0000% | $108036600.00      | $43028168.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2045-08-15      | N/A      | 0.0000% | $74128667.00       | $28741759.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2052-08-15      | N/A      | 0.0000% | $14074700.00       | $3871246.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2052-11-15      | N/A      | 0.0000% | $29928500.00       | $8123163.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2053-02-15      | N/A      | 0.0000% | $54978667.00       | $14758528.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2053-05-15      | N/A      | 0.0000% | $42035225.00       | $11153290.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2053-08-15      | N/A      | 0.0000% | $116277000.00      | $30557363.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2053-11-15      | N/A      | 0.0000% | $88858000.00       | $23130981.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2054-02-15      | N/A      | 0.0000% | $72342000.00       | $18549790.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2045-05-15      | N/A      | 0.0000% | $88109367.00       | $34665132.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2044-05-15      | N/A      | 0.0000% | $93.00             | $38.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2044-08-15      | N/A      | 0.0000% | $36043.00          | $14731.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2054-05-15      | N/A      | 0.0000% | $15899200.00       | $4152918.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2054-08-15      | N/A      | 0.0000% | $21862800.00       | $5629255.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2054-11-15      | N/A      | 0.0000% | $35724100.00       | $9100535.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2055-02-15      | N/A      | 0.0000% | $185892700.00      | $46903330.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2055-05-15      | N/A      | 0.0000% | $2299200.00        | $574751.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2055-08-15      | N/A      | 0.0000% | $562174900.00      | $139094438.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2027-10-31      | 4.1250%  | 0.0000% | $1071700.00        | $1097312.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2051-11-15      | N/A      | 0.0000% | $5613200.00        | $1599178.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2052-02-15      | N/A      | 0.0000% | $36378521.00       | $10243864.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2052-05-15      | N/A      | 0.0000% | $23828500.00       | $6622154.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2052-08-15      | N/A      | 0.0000% | $16390900.00       | $4592140.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2052-11-15      | N/A      | 0.0000% | $3172900.00        | $880387.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2053-02-15      | N/A      | 0.0000% | $146508600.00      | $40158739.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2053-05-15      | N/A      | 0.0000% | $746100.00         | $202025.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2053-08-15      | N/A      | 0.0000% | $28758400.00       | $7731897.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2053-11-15      | N/A      | 0.0000% | $5931200.00        | $1582112.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2054-02-15      | N/A      | 0.0000% | $171755600.00      | $45178764.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2049-05-15      | N/A      | 0.0000% | $5371700.00        | $1758850.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2049-08-15      | N/A      | 0.0000% | $353800.00         | $114489.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2049-11-15      | N/A      | 0.0000% | $1818600.00        | $580773.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2050-02-15      | N/A      | 0.0000% | $320000.00         | $101040.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2050-05-15      | N/A      | 0.0000% | $20288200.00       | $6372320.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2050-08-15      | N/A      | 0.0000% | $233853700.00      | $72132641.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2050-11-15      | N/A      | 0.0000% | $1444000.00        | $439170.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2051-02-15      | N/A      | 0.0000% | $913000.00         | $274289.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2051-05-15      | N/A      | 0.0000% | $206800.00         | $61344.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2051-08-15      | N/A      | 0.0000% | $12251800.00       | $3593171.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2051-11-15      | N/A      | 0.0000% | $1471100.00        | $426663.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2052-02-15      | N/A      | 0.0000% | $731800.00         | $209600.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2052-05-15      | N/A      | 0.0000% | $221100.00         | $62597.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2048-05-15      | N/A      | 0.0000% | $6147700.00        | $2118122.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2048-08-15      | N/A      | 0.0000% | $2688600.00        | $914368.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2048-11-15      | N/A      | 0.0000% | $429300.00         | $144211.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2049-02-15      | N/A      | 0.0000% | $1508300.00        | $499849.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2055-02-15      | N/A      | 0.0000% | $25826508.00       | $6421141.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2055-05-15      | N/A      | 0.0000% | $45015270.00       | $11141774.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2055-08-15      | N/A      | 0.0000% | $16411000.00       | $4026340.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2050-02-15      | N/A      | 0.0000% | $39290289.00       | $12151661.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2050-05-15      | N/A      | 0.0000% | $41171667.00       | $12562957.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2050-08-15      | N/A      | 0.0000% | $21080350.00       | $6361122.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2050-11-15      | N/A      | 0.0000% | $38280500.00       | $11417618.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2051-02-15      | N/A      | 0.0000% | $2708200.00        | $797911.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2051-05-15      | N/A      | 0.0000% | $55348800.00       | $16110596.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2051-08-15      | N/A      | 0.0000% | $12521300.00       | $3605934.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2054-05-15      | N/A      | 0.0000% | $101690000.00      | $25878579.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2054-08-15      | N/A      | 0.0000% | $40287000.00       | $10247280.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2054-11-15      | N/A      | 0.0000% | $88424000.00       | $22307518.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2048-05-15      | N/A      | 0.0000% | $122314942.00      | $41319944.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2048-08-15      | N/A      | 0.0000% | $23759600.00       | $7922971.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2048-11-15      | N/A      | 0.0000% | $45408600.00       | $14957683.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2049-02-15      | N/A      | 0.0000% | $10915817.00       | $3548088.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2049-05-15      | N/A      | 0.0000% | $52377258.00       | $16838921.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2049-08-15      | N/A      | 0.0000% | $35711700.00       | $11332036.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2049-11-15      | N/A      | 0.0000% | $38874046.00       | $12186041.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2047-08-15      | N/A      | 0.0000% | $25291900.00       | $8859701.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2045-11-15      | N/A      | 0.0000% | $36350999.00       | $13919270.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2046-02-15      | N/A      | 0.0000% | $59913700.00       | $22616942.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2046-05-15      | N/A      | 0.0000% | $57578367.00       | $21477767.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2046-08-15      | N/A      | 0.0000% | $3788383.00        | $1394515.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2046-11-15      | N/A      | 0.0000% | $31460206.00       | $11454503.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2047-02-15      | N/A      | 0.0000% | $57619667.00       | $20666388.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip      | 2047-05-15      | N/A      | 0.0000% | $27024903.00       | $9596489.01        | U.S. Treasuries (including strips) |

### Security 287: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 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: ARP1FK498, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1FK498_3.66_0302
- **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):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $73.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $241470000.00      | $162187497.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $300.00            | $250.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 1.5000%  | 0.0000% | $6442900.00        | $5688812.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $168.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $85900.00          | $85211.85          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $72655500.00       | $76416770.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $202.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $138043600.00      | $140084898.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $400.00            | $405.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $73950000.00       | $74535606.80       | U.S. Treasuries (including strips) |

### Security 288: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 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: ARP1FK4F4, C.3 - LEI: 2IGI19DL77OX, C.5 - Other ID: ARP1FK4F4_3.68_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $4025094.00        | $4185725.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $4111111.00        | $4213663.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $8325502.00        | $6618773.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1211166.00        | $636135.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2331104.00        | $931009.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $5279035.00        | $4075027.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1312463.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1082978.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $737698.00         | $769651.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $144087.00         | $75309.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $8907443.00        | $5369338.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $9403267.00        | $8504483.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $82335744.00       | $75536032.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2834684.00        | $2856922.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $8600000.00        | $7422001.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $8381021.00        | $7851980.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $3597327.00        | $1326823.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $25207453.00       | $15145530.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $31700000.00       | $27722198.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $5403670.00        | $4282954.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $14537.00          | $14122.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $5343.00           | $40.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 2.0000%  | 0.0000% | $13999000.00       | $8733138.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1090080.00        | $699703.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $76741620.00       | $52278488.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $156932168.00      | $105148819.67      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $826.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2326905.00        | $1724509.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $8874903.00        | $5697931.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $33576740.00       | $4116668.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $441262.00         | $25033.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $51719705.00       | $7676634.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $300382.00         | $319713.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $248414.00         | $260483.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $10642332.00       | $8878760.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1428.00           | $619.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 7.0000%  | 0.0000% | $3972560.00        | $3495107.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $38506000.00       | $30987515.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $15839069.00       | $11219993.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $41349312.00       | $38256551.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $11830846.00       | $10380594.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $235350.00         | $215988.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21030311.00       | $15637022.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 7.0000%  | 0.0000% | $2113040.00        | $1590006.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5221251.00        | $4775988.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $3073097.00        | $2133161.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $68642709.00       | $9707613.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $33129727.00       | $4563858.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $50475712.00       | $6541100.80        | Agency Mortgage-Backed Securities |

### Security 289: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1FK4G2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FK4G2_3.66_0302
- **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):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $7500.00           | $7747.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $362742500.00      | $387558346.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $389900.00         | $392987.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-12-31      | 3.8750%  | 0.0000% | $19800200.00       | $20040743.99       | U.S. Treasuries (including strips) |

### Security 290: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK4H0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1FK4H0_3.68_0302
- **C.18 - Value (incl. sponsor support):** $984000000.00
- **C.18.a - Value (excl. sponsor support):** $984000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $299164160.00      | $305880056.86      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $66571000.00       | $68281656.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $128625.00         | $120182.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $198584000.00      | $133795326.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $181429760.00      | $185039747.04      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $54300160.00       | $54760741.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1013478.00        | $1049794.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2815580.00        | $2842162.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $5614448.00        | $5809585.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 6.0000%  | 0.0000% | $3552372.00        | $144371.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1000.00           | $177.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $121239.00         | $41889.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $162063872.00      | $104834430.79      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 3.5000%  | 0.0000% | $541000.00         | $378420.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 7.0000%  | 0.0000% | $90045.00          | $27991.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $24455000.00       | $18483880.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $1890434.00        | $482570.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $1053512.00        | $372533.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $339711.00         | $354048.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.5000%  | 0.0000% | $2554588.00        | $2437327.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $1653724.00        | $1714472.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $997901.00         | $1030060.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4971128.00        | $5100125.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $73058048.00       | $74376658.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.3800%  | 0.0000% | $78558.00          | $82561.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2037904.00        | $2137369.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.5700%  | 0.0000% | $1733644.00        | $1718585.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 4.8500%  | 0.0000% | $2145300.00        | $2180333.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1042192.00        | $1079446.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $532760.00         | $558158.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1242164.00        | $1305973.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1041572.00        | $1065178.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2221876.00        | $2339743.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1377820.00        | $1415303.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $11152272.00       | $11573976.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $5892576.00        | $6103196.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $7793976.00        | $7867575.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2108752.00        | $2177673.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1132080.00        | $1164259.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1027714.00        | $1067569.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2296012.00        | $2324884.60        | Agency Mortgage-Backed Securities |

### Security 291: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP1FK4K3, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1FK4K3_3.66_0302
- **C.18 - Value (incl. sponsor support):** $2805000000.00
- **C.18.a - Value (excl. sponsor support):** $2805000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $678300.00         | $562509.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $204000.00         | $102923.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $760404800.00      | $645767970.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $1018014400.00     | $593186546.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $26918000.00       | $27659390.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $48998000.00       | $49658557.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $120369600.00      | $114908388.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $1372902400.00     | $1430126375.62     | U.S. Treasuries (including strips) |

### Security 292: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK4L1, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1FK4L1_3.68_0302
- **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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $9872900.00        | $8009880.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.5000%  | 0.0000% | $1700.00           | $1738.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.0000%  | 0.0000% | $14000.00          | $13548.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $10000.00          | $8298.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $20000.00          | $19870.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-01      | 4.5000%  | 0.0000% | $23000.00          | $21653.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.5000%  | 0.0000% | $7000.00           | $5796.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $1669.00           | $1733.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 3.0000%  | 0.0000% | $58000.00          | $19200.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 2.0000%  | 0.0000% | $27000.00          | $13507.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 5.5000%  | 0.0000% | $6940390.00        | $6912995.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.0000%  | 0.0000% | $6516325.00        | $6571467.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 4.0000%  | 0.0000% | $11758558.00       | $11310634.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 2.5000%  | 0.0000% | $6231014.00        | $5361002.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 7.0000%  | 0.0000% | $18127000.00       | $10433497.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.5000%  | 0.0000% | $10923088.00       | $10013199.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-05-01      | 3.0000%  | 0.0000% | $21000.00          | $14533.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $7606812.00        | $7309099.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $4056183.00        | $3907385.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $2200.00           | $1703.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $25000.00          | $23893.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1835.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $8048416.00        | $7531184.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 3.0000%  | 0.0000% | $10073449.00       | $9188677.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 2.5000%  | 0.0000% | $4457648.00        | $3854142.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.0000%  | 0.0000% | $12657166.00       | $12711596.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.0000%  | 0.0000% | $2725.00           | $1768.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $13078.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-08-01      | 6.0000%  | 0.0000% | $413984.00         | $226.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-10-01      | 5.5000%  | 0.0000% | $30125.00          | $98.93             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 5.5000%  | 0.0000% | $425003.00         | $4647.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 5.5000%  | 0.0000% | $875000.00         | $1889.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-11-01      | 5.5000%  | 0.0000% | $881153.00         | $17042.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-01      | 5.5000%  | 0.0000% | $33000.00          | $94.06             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 5.5000%  | 0.0000% | $460699.00         | $8331.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 5.5000%  | 0.0000% | $790000.00         | $2050.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $5546.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 6.0000%  | 0.0000% | $285000.00         | $1655.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 6.0000%  | 0.0000% | $1194324.00        | $2409.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 6.0000%  | 0.0000% | $68828.00          | $302.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 6.5000%  | 0.0000% | $375000.00         | $12238.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 5.5000%  | 0.0000% | $94037.00          | $1213.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 5.5000%  | 0.0000% | $143108.00         | $448.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-01      | 5.5000%  | 0.0000% | $27248.00          | $141.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 5.5000%  | 0.0000% | $900000.00         | $845.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-12-01      | 5.5000%  | 0.0000% | $702000.00         | $3503.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-01-01      | 6.5000%  | 0.0000% | $485314.00         | $833.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 4.5000%  | 0.0000% | $17000.00          | $419.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-03-25      | 4.0000%  | 0.0000% | $72000.00          | $7.12              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-05-01      | 4.0000%  | 0.0000% | $14233.00          | $5.89              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-05-01      | 4.0000%  | 0.0000% | $2000.00           | $0.99              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-05-01      | 4.0000%  | 0.0000% | $2232.00           | $1.00              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.0000%  | 0.0000% | $22000.00          | $18.35             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.5000%  | 0.0000% | $1450000.00        | $1627.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-07-01      | 3.5000%  | 0.0000% | $6500.00           | $11.82             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-12-01      | 4.0000%  | 0.0000% | $44000.00          | $185.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-04-01      | 2.0000%  | 0.0000% | $500000.00         | $19084.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-05-01      | 4.5000%  | 0.0000% | $29000.00          | $822.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.5000%  | 0.0000% | $77000.00          | $1308.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.0000%  | 0.0000% | $100000.00         | $3574.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 4.5000%  | 0.0000% | $891892.00         | $23438.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 4.5000%  | 0.0000% | $24000.00          | $725.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-12-01      | 4.5000%  | 0.0000% | $78000.00          | $6173.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $338.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-02-01      | 4.5000%  | 0.0000% | $31000.00          | $872.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-06-01      | 6.0000%  | 0.0000% | $1123.00           | $0.65              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-01-01      | 6.0000%  | 0.0000% | $485000.00         | $229.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 3.0000%  | 0.0000% | $1236881.00        | $3692.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-02-01      | 3.0000%  | 0.0000% | $100000.00         | $17627.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-11-01      | 4.5000%  | 0.0000% | $192141.00         | $12658.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.0000%  | 0.0000% | $18587.00          | $4396.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 4.5000%  | 0.0000% | $74000.00          | $3516.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 5.0000%  | 0.0000% | $100000.00         | $10589.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-11-01      | 6.0000%  | 0.0000% | $2304.00           | $1.97              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-12-01      | 6.0000%  | 0.0000% | $1200000.00        | $2817.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-02-01      | 6.5000%  | 0.0000% | $1699.00           | $1.05              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-04-01      | 6.0000%  | 0.0000% | $12514.00          | $7.57              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-06-01      | 6.0000%  | 0.0000% | $270000.00         | $3153.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-01      | 4.5000%  | 0.0000% | $910000.00         | $20214.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3209.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $12504.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-04-01      | 4.0000%  | 0.0000% | $37000.00          | $4.59              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.0000%  | 0.0000% | $10481.00          | $8.87              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3664.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 3.5000%  | 0.0000% | $100000.00         | $10699.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 3.5000%  | 0.0000% | $26000.00          | $3238.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 3.5000%  | 0.0000% | $21000.00          | $3518.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-04-01      | 5.5000%  | 0.0000% | $27752.00          | $165.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-01      | 5.5000%  | 0.0000% | $340000.00         | $3895.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-06-01      | 5.5000%  | 0.0000% | $388000.00         | $1744.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-02-01      | 5.5000%  | 0.0000% | $300500.00         | $5818.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 4.5000%  | 0.0000% | $16000.00          | $168.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-10-01      | 6.0000%  | 0.0000% | $5000.00           | $92.19             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-04-01      | 6.5000%  | 0.0000% | $691668.00         | $2465.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 5.5000%  | 0.0000% | $186000.00         | $2361.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-10-01      | 4.5000%  | 0.0000% | $15000.00          | $309.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-03-01      | 5.5000%  | 0.0000% | $174278.00         | $1730.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 5.5000%  | 0.0000% | $3109445.00        | $19737.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-01-01      | 5.5000%  | 0.0000% | $853277.00         | $5612.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-12-01      | 5.0000%  | 0.0000% | $21602.00          | $749.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 5.5000%  | 0.0000% | $140000.00         | $827.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 5.5000%  | 0.0000% | $2696865.00        | $19453.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 6.0000%  | 0.0000% | $1126000.00        | $5379.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 5.5000%  | 0.0000% | $4202970.00        | $21652.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 5.5000%  | 0.0000% | $50177.00          | $300.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 5.5000%  | 0.0000% | $210000.00         | $1297.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-03-01      | 6.0000%  | 0.0000% | $1055000.00        | $7555.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-06-01      | 6.0000%  | 0.0000% | $104751.00         | $10.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-01      | 5.5000%  | 0.0000% | $173763.00         | $656.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 5.5000%  | 0.0000% | $82000.00          | $447.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 5.5000%  | 0.0000% | $1956551.00        | $7523.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 6.0000%  | 0.0000% | $102149.00         | $602.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 5.5000%  | 0.0000% | $445000.00         | $8109.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 5.5000%  | 0.0000% | $101684.00         | $581.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 5.5000%  | 0.0000% | $445467.00         | $2528.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 6.0000%  | 0.0000% | $169801.00         | $1095.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 5.5000%  | 0.0000% | $192280.00         | $3722.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 3.5000%  | 0.0000% | $80000.00          | $12747.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-03-01      | 2.0000%  | 0.0000% | $500000.00         | $19881.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 2.5000%  | 0.0000% | $600000.00         | $4209.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $105.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 4.5000%  | 0.0000% | $193000.00         | $24085.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 4.5000%  | 0.0000% | $250000.00         | $14338.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-07-01      | 5.5000%  | 0.0000% | $575000.00         | $2398.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-12-01      | 5.5000%  | 0.0000% | $180000.00         | $1187.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-12-01      | 6.5000%  | 0.0000% | $830000.00         | $7185.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-12-01      | 6.5000%  | 0.0000% | $2200000.00        | $14738.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 4.5000%  | 0.0000% | $192000.00         | $4179.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 5.0000%  | 0.0000% | $430000.00         | $15174.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.5000%  | 0.0000% | $255000.00         | $3360.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-01      | 5.0000%  | 0.0000% | $70000.00          | $3890.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-03-01      | 4.5000%  | 0.0000% | $48000.00          | $6068.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-08-01      | 6.0000%  | 0.0000% | $175000.00         | $1305.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 5.5000%  | 0.0000% | $131554.00         | $1486.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-08-01      | 6.0000%  | 0.0000% | $68568.00          | $946.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-05-01      | 3.0000%  | 0.0000% | $103000.00         | $14855.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 3.0000%  | 0.0000% | $13000.00          | $1489.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $12860.00          | $10.87             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.0000%  | 0.0000% | $5168.00           | $4.20              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-07-01      | 4.0000%  | 0.0000% | $19281.00          | $3.81              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 4.0000%  | 0.0000% | $11232.00          | $7.87              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-07-01      | 4.0000%  | 0.0000% | $26000.00          | $0.09              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $110000.00         | $8.87              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-02-01      | 4.0000%  | 0.0000% | $505000.00         | $607.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-07-01      | 4.5000%  | 0.0000% | $1000000.00        | $22.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.5000%  | 0.0000% | $215000.00         | $2.50              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $340000.00         | $0.18              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-01      | 3.5000%  | 0.0000% | $71000.00          | $7193.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-03-01      | 4.5000%  | 0.0000% | $2000.00           | $177.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-04-01      | 3.0000%  | 0.0000% | $18000.00          | $2325.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-06-01      | 4.5000%  | 0.0000% | $1000.00           | $74.46             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-05-01      | 3.5000%  | 0.0000% | $36000.00          | $3745.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-07-01      | 4.5000%  | 0.0000% | $32500.00          | $3709.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-08-01      | 3.5000%  | 0.0000% | $129052.00         | $13868.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-05-01      | 4.0000%  | 0.0000% | $1232.00           | $0.43              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-09-01      | 4.0000%  | 0.0000% | $3232.00           | $1.60              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.5000%  | 0.0000% | $13593.00          | $7.81              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 4.5000%  | 0.0000% | $2215.00           | $1718.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $22000.00          | $13694.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $5359597.00        | $4361421.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 3.0000%  | 0.0000% | $7000.00           | $5190.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-01      | 3.0000%  | 0.0000% | $59000.00          | $20293.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $180.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.0000%  | 0.0000% | $8800000.00        | $6895489.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 4.0000%  | 0.0000% | $80000.00          | $19090.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-10-01      | 2.5000%  | 0.0000% | $25000.00          | $11088.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $59000.00          | $23497.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.0000%  | 0.0000% | $6081898.00        | $3719125.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $2598.00           | $1749.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.0000%  | 0.0000% | $29946.00          | $20659.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $10000.00          | $6926.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $6743019.00        | $4666539.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $10457877.00       | $9116661.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 4.0000%  | 0.0000% | $4000.00           | $3656.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1758.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 6.0000%  | 0.0000% | $115000.00         | $835.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 3.5000%  | 0.0000% | $28000.00          | $2471.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-03-01      | 4.0000%  | 0.0000% | $64000.00          | $14085.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-11-01      | 4.0000%  | 0.0000% | $1056189.00        | $1182.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $598.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 4.5000%  | 0.0000% | $8000.00           | $4092.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.5000%  | 0.0000% | $9000.00           | $6687.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-07-01      | 3.5000%  | 0.0000% | $50000.00          | $2574.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-01-01      | 2.5000%  | 0.0000% | $180000.00         | $10707.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-09-01      | 6.0000%  | 0.0000% | $4360000.00        | $8653.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-10-01      | 4.5000%  | 0.0000% | $69000.00          | $11066.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 5.5000%  | 0.0000% | $322910.00         | $789.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 3.5000%  | 0.0000% | $33000.00          | $7027.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $154.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-02-01      | 3.0000%  | 0.0000% | $7000.00           | $1859.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-05-01      | 5.5000%  | 0.0000% | $125000.00         | $22138.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-09-01      | 5.5000%  | 0.0000% | $8000.00           | $1938.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $24479.00          | $3.96              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $30000.00          | $21.36             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 4.5000%  | 0.0000% | $40000.00          | $5.13              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-05-01      | 4.0000%  | 0.0000% | $3232.00           | $2.25              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 4.0000%  | 0.0000% | $30000.00          | $82.50             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 4.0000%  | 0.0000% | $100000.00         | $237.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 4.0000%  | 0.0000% | $5000.00           | $4.81              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-07-01      | 4.0000%  | 0.0000% | $32000.00          | $3.99              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-04-01      | 2.0000%  | 0.0000% | $9300.00           | $374.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-07-01      | 2.5000%  | 0.0000% | $15500.00          | $1279.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-09-01      | 4.0000%  | 0.0000% | $42000.00          | $74.12             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $10779.00          | $8.98              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-07-01      | 4.5000%  | 0.0000% | $2250000.00        | $0.74              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.5000%  | 0.0000% | $400000.00         | $11.08             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $13696.00          | $4.80              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $21000.00          | $0.54              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-05-01      | 4.0000%  | 0.0000% | $5000.00           | $5.66              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.5000%  | 0.0000% | $540000.00         | $7.55              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-03-01      | 2.0000%  | 0.0000% | $660000.00         | $15879.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-07-01      | 4.5000%  | 0.0000% | $92859.00          | $3.39              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 2.5000%  | 0.0000% | $18000.00          | $9626.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 3.5000%  | 0.0000% | $18000.00          | $10677.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-09-01      | 4.0000%  | 0.0000% | $23000.00          | $12663.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-04-01      | 5.5000%  | 0.0000% | $17000.00          | $9281.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 4.5000%  | 0.0000% | $4000.00           | $2238.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-04-01      | 3.5000%  | 0.0000% | $6000.00           | $2584.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-08-01      | 4.5000%  | 0.0000% | $6000.00           | $3805.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 2.0000%  | 0.0000% | $16000.00          | $7667.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 3.5000%  | 0.0000% | $7000.00           | $3433.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 4.5000%  | 0.0000% | $7000.00           | $4701.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 3.5000%  | 0.0000% | $16000.00          | $13363.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $27000.00          | $21059.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.0000%  | 0.0000% | $5545822.00        | $4204839.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.5000%  | 0.0000% | $9413712.00        | $5258402.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $2949.00           | $1822.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3877.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 4.0000%  | 0.0000% | $20000.00          | $14375.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 4.5000%  | 0.0000% | $11000.00          | $9069.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 6.0000%  | 0.0000% | $25000.00          | $17754.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3958.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 4.0000%  | 0.0000% | $14000.00          | $11413.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.0000%  | 0.0000% | $7000000.00        | $4288361.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $25000.00          | $19952.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 7.0000%  | 0.0000% | $14829000.00       | $10509382.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 4.5000%  | 0.0000% | $23000.00          | $19432.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 4.5000%  | 0.0000% | $10000.00          | $9105.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $5312715.00        | $4747061.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 4.0000%  | 0.0000% | $6029712.00        | $5113365.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $340.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.0000%  | 0.0000% | $9073972.00        | $7961813.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-01      | 3.5000%  | 0.0000% | $18000.00          | $7437.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 2.5000%  | 0.0000% | $7000.00           | $3179.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $7304000.00        | $5483258.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $12879264.00       | $10021117.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 6.0000%  | 0.0000% | $14265105.00       | $10051383.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.5000%  | 0.0000% | $629093.00         | $492031.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1585.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4206.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $23000.00          | $18807.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.0000%  | 0.0000% | $5618921.00        | $4853576.22        | Agency Mortgage-Backed Securities |

### Security 293: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 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: ARP1FK4S6, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1FK4S6_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 2.0000%  | 0.0000% | $834554.00         | $744021.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 4.0000%  | 0.0000% | $4029095.00        | $4002885.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.0000%  | 0.0000% | $39000.00          | $25920.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $2792000.00        | $1992819.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6049.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $618.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $35736448.00       | $21055169.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $18000.00          | $13467.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $10000.00          | $6687.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $785.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $12373919.00       | $11016023.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1306000.00        | $981230.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 3.5000%  | 0.0000% | $65581.00          | $63892.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $500000.00         | $468963.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15638043.00       | $3075027.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $27371.00          | $25028.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2793.00           | $2225.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $23786951.00       | $20195516.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3434000.00        | $3075547.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $1217497.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $495991.00         | $493267.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $820931.00         | $765214.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $500545.00         | $494480.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $38548240.00       | $38970365.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $1040742.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $228134.00         | $22928.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $8000.00           | $5946.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $33534000.00       | $30629047.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $4667358.00        | $4287642.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $45982.00          | $43392.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $103539342.00      | $103840641.39      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $675000.00         | $500308.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $4422.00           | $3969.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $38554.00          | $37188.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $744559.00         | $714393.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $100137.00         | $98953.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $25000.00          | $24741.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $2100306.00        | $2131799.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1152610.00        | $1076831.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $295948.00         | $258939.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $32355855.00       | $30697432.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $27029.00          | $26761.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $3991000.00        | $3778471.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $11379439.00       | $11309418.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $9976167.00        | $10002920.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $4968775.00        | $5006430.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $15800.00          | $11858.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $346314.00         | $311609.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $9000.00           | $8114.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $9393040.00        | $919875.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $623487.00         | $546947.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 6.0000%  | 0.0000% | $26830000.00       | $23501789.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $61608990.00       | $58025821.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $94855745.00       | $90941382.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 5.5000%  | 0.0000% | $24387463.00       | $21744088.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $101536645.00      | $98980375.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.5000%  | 0.0000% | $4016307.00        | $3806765.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $3772064.00        | $3732336.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $527239.00         | $534287.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 5.0000%  | 0.0000% | $8688.00           | $8767.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1531912.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $2000000.00        | $1655670.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $6000000.00        | $4984727.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $2032480.00        | $1373984.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $15000.00          | $10661.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $12000.00          | $10939.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 5.5000%  | 0.0000% | $14000.00          | $9442.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $3000000.00        | $2815805.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $3618746.00        | $2772827.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3663537.00        | $3223415.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $11606262.00       | $11503546.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 3.0000%  | 0.0000% | $2436289.00        | $2356823.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1582723.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1270589.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $373029.00         | $359091.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $9276758.00        | $8514494.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $27213159.00       | $24604224.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2756426.00        | $2504915.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $21792721.00       | $18348316.20       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $48383190.00       | $27221908.73       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $9925319.00        | $5974986.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4000000.00        | $2435272.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $8990530.00        | $5436492.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $45668053.00       | $32976067.96       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $24928967.00       | $19052359.19       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329904.00        | $1282125.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $40000000.00       | $32310708.07       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $119542.00         | $124702.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1717774.00        | $1600864.72        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2045-11-15      | 4.6250%  | 0.0000% | $910100.00         | $928189.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $1153900.00        | $1025320.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-31      | 2.3750%  | 0.0000% | $212600.00         | $208231.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2036-01-15      | 1.8750%  | 0.0000% | $138800.00         | $140928.72         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $464346.00         | $458858.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $477577.00         | $484035.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $997.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $200247.00         | $198229.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1530607.00        | $1541054.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $5147741.00        | $5096154.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $4133323.00        | $4244115.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $2624251.00        | $2661482.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $5169469.00        | $5239865.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2137402.00        | $2161585.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $103183626.00      | $99097399.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $5842545.00        | $5776020.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $12698926.00       | $12586540.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 5.5000%  | 0.0000% | $280021.00         | $286145.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 5.5000%  | 0.0000% | $8989415.00        | $8226745.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.5000%  | 0.0000% | $479572.00         | $463810.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 5.5000%  | 0.0000% | $23320214.00       | $22831813.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 3.5000%  | 0.0000% | $820788.00         | $803180.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $14556660.00       | $14676957.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2597283.00        | $2634829.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600003.00        | $2065224.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1214443.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $84034.17          | Agency Mortgage-Backed Securities  |

### Security 294: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 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: ARP1FK4T4, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1FK4T4_3.68_0302
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $584982.00         | $430211.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $13126336.47       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2617438.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $262400.00         | $181955.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $30440211.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $56173.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $16759882.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $551.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $30612918.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1689299.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 6.4730%  | 0.0000% | $6349.00           | $289.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1749737.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $7394463.00        | $1108971.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1949.00           | $158.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20170029.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $20394356.00       | $11823544.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $3962043.00        | $1858130.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $22798236.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $641.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $14312580.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $21222144.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10057.00          | $8949.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $12115264.00       | $12149275.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $217528.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $1088.00           | $292.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6344857.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $337.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14780962.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $407.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2063-03-01      | 4.0000%  | 0.0000% | $1000.00           | $759.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $2068000.00        | $2070399.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 3.9300%  | 0.0000% | $20301000.00       | $20409728.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336446.00       | $951743.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $3646536.00        | $367571.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1024.00           | $151.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1439106.00        | $326538.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1168900.00        | $431621.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392714.00       | $788128.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.4490%  | 0.0000% | $3464.00           | $42.35             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83610957.00       | $362289.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $255594.00         | $197544.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $507767.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1593924.00        | $1382029.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $922.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6796216.00        | $3494387.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3705869.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $2048.00           | $1462.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $19843160.00       | $16331798.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $18147994.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6694170.00        | $5393326.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1823826.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1027.00           | $206.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15259791.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $512.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171186.00        | $1592761.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7688314.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $229075.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7136664.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2697961.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $771.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1021.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $130099.00         | $89866.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $49996800.00       | $7225892.82        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $83.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $91.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $78.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $4000.00           | $3076.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $134.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $33260400.00       | $29342297.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 0.5000%  | 0.0000% | $6900.00           | $6622.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $381.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $500.00            | $496.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.0000%  | 0.0000% | $29390500.00       | $30319186.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $2460700.00        | $2519140.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 3.5000%  | 0.0000% | $8154000.00        | $8189009.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $141.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $144.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $76.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $72.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $152.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $69057000.00       | $59985259.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $2300.00           | $2005.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $1019100.00        | $972846.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $98143000.00       | $86933615.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $741.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4436352.00        | $3625131.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $209899.00         | $168376.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $22038176.00       | $16204141.42       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $15888713.67       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $4699023.00        | $4244817.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $14801120.00       | $14195076.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $25671915.00       | $26183644.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.0000%  | 0.0000% | $61859036.00       | $51099176.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $49117000.00       | $26988697.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23073898.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $7053592.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $918.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $48368130.00       | $39294198.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340302.00         | $301920.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $21000000.00       | $19658175.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $7901760.00        | $6865281.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $105993000.00      | $92738645.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $4693.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $33015104.00       | $21172586.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $19985709.00       | $19662471.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $2040500.00        | $1794253.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $98043684.00       | $85847091.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $876160.00         | $870131.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5181531.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4955707.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $77406.00          | $41517.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $15201154.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1256.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7956904.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1261542.00        | $593632.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8721150.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $677.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 2.5000%  | 0.0000% | $1000.00           | $692.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4221562.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $22058388.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $101320075.00      | $90978437.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $28764053.00       | $27638297.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1008.00           | $822.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $8048000.00        | $7833852.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $665025.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1362102.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12073456.00       | $10679447.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 4.3990%  | 0.0000% | $7766.00           | $93.52             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $173564000.00      | $8320847.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $633815.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.5300%  | 0.0000% | $20003606.00       | $556912.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207407.00       | $25538144.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8726323.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $589.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $9352.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $172042.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $4718181.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1056.00           | $969.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $20512223.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $62446388.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $7494286.00        | $7040631.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $30369838.00       | $25662025.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1152.00           | $1005.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485064.00       | $500488.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $608.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $586.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $9017528.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5682.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $109403.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $782.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $701.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $631.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $747.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4518822.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5369693.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000090.00       | $4155504.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $193.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1662069.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $358.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $185.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1361601.00        | $939906.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6791110.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $16052362.36       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 3.6250%  | 0.0000% | $189900.00         | $193634.42         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1453190.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1986500.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $554.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1069622.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $993500.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1486958.00        | $1294885.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $742.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1077.00           | $321.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $180.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $536.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $653.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1535.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3170399.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $526.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $63591936.00       | $41296056.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1029.00           | $733.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $6164873.00        | $4862731.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1496.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $807.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924390.00        | $3055439.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713865.00        | $2724924.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $21150944.25       | Agency Mortgage-Backed Securities  |

### Security 295: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK4V9, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1FK4V9_3.68_0302
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $21837825.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $22648749.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $20800464.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $20508939.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $26770859.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $59265799.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $99312039.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $20084765.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $81408473.00       | $78553792.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $87346880.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $11763201.00       | $11541685.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $11621047.00       | $11817403.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $36593348.00       | $37066803.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $40358941.00       | $41195828.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $104174544.00      | $106318676.04      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $99193823.00       | $96013608.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $17740000.00       | $17025714.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $15932160.00       | $15741245.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $87770892.00       | $88606302.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $9379610.00        | $6502449.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $9137227.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $20548936.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $172878.00         | $162193.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $17494780.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $66925797.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2617221.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $15894695.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $18705318.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2605044.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $24216786.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $20268735.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $36095653.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $36830441.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $6442533.00        | $6585784.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $84858373.00       | $86704222.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2491669.39        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-01-25      | 5.3000%  | 0.0000% | $2320000.00        | $2365263.46        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-03-22      | 5.2500%  | 0.0000% | $2500000.00        | $2598525.42        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $46108.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $95483408.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $1252704.00        | $983740.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1524528.00        | $1123274.24        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-03      | 2.6300%  | 0.0000% | $109000.00         | $108724.37         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $15164.55          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51626.01          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14586.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1100618.00        | $311012.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $34962958.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $113074445.11      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $46964105.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2552181.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $113975248.00      | $97108372.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $160356843.00      | $148361713.47      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $122168000.00      | $94387782.66       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-25      | 5.3000%  | 0.0000% | $200000.00         | $201605.29         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-05-11      | 5.7500%  | 0.0000% | $125000.00         | $127578.94         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15366.22          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $104697.04         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $991.81            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-20      | 2.7300%  | 0.0000% | $300000.00         | $297812.05         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $52154.89          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14781.57          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-03-22      | 3.1500%  | 0.0000% | $1000000.00        | $1008875.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $7033.19           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $40000.00          | $39678.08          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $225000.00         | $224424.52         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $104058.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-08      | 4.7500%  | 0.0000% | $820000.00         | $828185.47         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-04-20      | 4.8750%  | 0.0000% | $150000.00         | $152780.84         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36789.38          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $121792.58         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5268.28           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-05-08      | 4.7500%  | 0.0000% | $1150000.00        | $1168544.84        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $89084.00          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $137722.33         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $125000.00         | $125199.89         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $991755.76         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-27      | 4.5000%  | 0.0000% | $500000.00         | $503386.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-05-19      | 3.3000%  | 0.0000% | $115000.00         | $113345.76         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-03-28      | 4.3750%  | 0.0000% | $50000.00          | $52475.28          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-02-23      | 4.2500%  | 0.0000% | $100000.00         | $102505.02         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-09-15      | 4.3750%  | 0.0000% | $1100000.00        | $1135707.65        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-06-21      | 3.8750%  | 0.0000% | $170000.00         | $172982.51         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $87332.74          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $146166.65         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $98285.90          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $67199.37          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9659.75           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $1150000.00        | $970636.80         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $125881.68         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4692.00           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $129696.81         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $220389.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $83275485.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $206792718.00      | $150130807.04      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $63575872.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23164449.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $17806183.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $51844182.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $22024842.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $28564218.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $48802784.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $47949394.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $28228602.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2685809.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3081786.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $19734795.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $4449838.00        | $3320095.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $54060024.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $47883583.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $25409566.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2167354.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2884078.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25380774.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $18934694.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2633650.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2489494.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2345100.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2558702.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $69866954.00       | $54907547.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $30928121.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2619534.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2586671.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2600998.90        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-03-03      | 3.7500%  | 0.0000% | $185000.00         | $189455.54         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $1032675.22        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $187391.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $20769541.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $28190303.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2918196.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3178473.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2520759.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2469428.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $40810792.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $460280.51         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-10      | 4.6250%  | 0.0000% | $500000.00         | $504662.10         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-08-16      | 3.7500%  | 0.0000% | $344000.00         | $345703.43         | Agency Mortgage-Backed Securities |

### Security 296: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 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: ARP1FK647, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1FK647_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1756000000.00
- **C.18.a - Value (excl. sponsor support):** $1756000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1710464.00        | $1757917.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1744902.00        | $1818670.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $2774756.00        | $1825755.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 2.5000%  | 0.0000% | $5800000.00        | $1899666.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2035879.00        | $1924416.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $28907631.00       | $1476056.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1975000.00        | $1481753.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1437733.00        | $1490009.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1428446.00        | $1503036.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1497446.00        | $1569658.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1537104.00        | $1633908.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1668698.00        | $1682533.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1781599.00        | $1691162.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 4.0000%  | 0.0000% | $3011060.00        | $1713019.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2023202.00        | $1746114.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $19383070.00       | $1249077.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1236009.00        | $1268358.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1255260.00        | $1284557.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 3.5000%  | 0.0000% | $1434247.00        | $1298671.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 3.5000%  | 0.0000% | $1794555.00        | $1307008.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1295557.00        | $1356802.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2592853.00        | $1379200.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1345142.00        | $1407955.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1386594.00        | $1459002.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $13650000.00       | $1472925.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $1279674.00        | $1123776.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1103804.00        | $1131680.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1823667.00        | $1157528.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1135058.00        | $1171088.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $5043022.00        | $1177785.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1129721.00        | $1187564.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $2924969.00        | $1188890.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1726539.00        | $1191887.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1243618.00        | $1202246.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1171749.00        | $1230041.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $4327689.00        | $934010.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 3.5000%  | 0.0000% | $1426062.00        | $969219.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $1623836.00        | $981819.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1319141.00        | $984668.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $998772.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $1667945.00        | $1002778.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1630000.00        | $1021298.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1012597.00        | $1023537.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $1263891.00        | $1055244.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1360829.00        | $1122046.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $3048673.00        | $713782.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1175349.00        | $732140.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1034651.00        | $738394.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1941934.00        | $767569.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $4690687.00        | $847595.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $866893.00         | $861997.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1572239.00        | $878103.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 6.5000%  | 0.0000% | $1724210.00        | $898237.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1410885.00        | $900122.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1223611.00        | $932259.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 2.5000%  | 0.0000% | $3000000.00        | $546751.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $5700000.00        | $547360.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $800000.00         | $547862.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $4605809.00        | $549793.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 5.0000%  | 0.0000% | $1044633.00        | $568138.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $11908081.00       | $592111.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $602500.00         | $604374.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.0000%  | 0.0000% | $638071.00         | $604715.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $5714000.00        | $668538.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1049979.00        | $677490.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $2400000.00        | $460626.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $2355739.00        | $479226.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 6.0000%  | 0.0000% | $556175.00         | $507187.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $5613817.00        | $510304.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $6411436.00        | $511240.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $2700000.00        | $531746.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 5.5000%  | 0.0000% | $6842961.00        | $536072.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1521065.00        | $537025.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1832703.00        | $538084.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1278000.00        | $544805.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $2000000.00        | $223184.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 4.0000%  | 0.0000% | $2903489.00        | $229847.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $542430.00         | $240516.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 4.0000%  | 0.0000% | $2704169.00        | $243974.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $270000.00         | $255355.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1145332.00        | $381209.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1211160.00        | $404060.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 4.0000%  | 0.0000% | $4825120.00        | $418590.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 3.0000%  | 0.0000% | $2120002.00        | $437789.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $1164859.00        | $440823.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $750000.00         | $182013.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $619118.00         | $188935.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $214046.00         | $195031.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $300000.00         | $203907.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1004971.00        | $208922.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 4.0000%  | 0.0000% | $265500.00         | $28411.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 7.0000%  | 0.0000% | $120890.00         | $37580.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $400000.00         | $37646.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 4.0000%  | 0.0000% | $355435.00         | $39839.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $130000.00         | $40252.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $407677.00         | $41211.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $110000.00         | $43018.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $67041.00          | $50671.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 2.0000%  | 0.0000% | $2000000.00        | $53503.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.5000%  | 0.0000% | $550000.00         | $54130.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $587965.00         | $54932.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $2369141.00        | $56958.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $2261145.00        | $148807.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $1775000.00        | $152287.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $224500.00         | $168997.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $180000.00         | $175967.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $2357188.00        | $181254.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $165246.00         | $57072.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 4.5000%  | 0.0000% | $339017.00         | $65542.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.5000%  | 0.0000% | $275000.00         | $65941.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $475000.00         | $70171.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 4.0000%  | 0.0000% | $192306.00         | $72164.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $78915.00          | $73528.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $590565.00         | $75871.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $746042.00         | $112065.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 3.5000%  | 0.0000% | $143992.00         | $114850.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $430000.00         | $127682.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $242195337.00      | $248007889.85      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $269371934.00      | $250137536.11      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $410118671.00      | $260071370.22      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $254514205.00      | $261911236.10      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $437117028.00      | $276228896.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $558466288.00      | $355899124.15      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2373400.00        | $2439944.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2367805.00        | $2488152.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $12724390.00       | $2706697.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2955267.00        | $2887404.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $2937643.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $22508282.00       | $3203108.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3227467.00        | $3257470.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.0000%  | 0.0000% | $21607483.00       | $3388949.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3156970.00        | $3391104.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $10053181.00       | $10318392.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1958869.00        | $1970658.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1878586.00        | $1971793.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2254658.00        | $2000437.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2001260.00        | $2029053.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $6763227.00        | $2144920.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $16131438.00       | $2170267.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2118434.00        | $2186707.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2146225.00        | $2203432.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2194203.00        | $2308334.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2239518.00        | $2320461.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2252016.00        | $2327634.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2590693.00        | $2335515.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $2999700.00        | $2364074.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2374924.00        | $2386976.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 3.5000%  | 0.0000% | $2643704.00        | $2391030.98        | Agency Mortgage-Backed Securities |

### Security 297: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP1FK654, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FK654_3.67_0302
- **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):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $799.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $803.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $825.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1035.00           | $825.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $830.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $803.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $807.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $808.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 6.0000%  | 0.0000% | $1000.00           | $810.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $811.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $812.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $1003.00           | $816.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $817.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $821.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $823.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2033090.00        | $2112900.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2301208.00        | $2314686.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $2930078.00        | $2318134.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 5.2050%  | 0.0000% | $2450000.00        | $2622159.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2840523.00        | $2657662.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $3397000.00        | $2686577.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $3053072.00        | $2827973.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $4818911.00        | $3275586.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $37138880.00       | $36272497.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $39451813.00       | $36720860.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $73958272.00       | $56838307.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1232308.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1666310.00        | $1456804.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1475980.00        | $1491484.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $1791836.00        | $1508767.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 3.7900%  | 0.0000% | $1548230.00        | $1510801.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.0000%  | 0.0000% | $1895000.00        | $1533755.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.9400%  | 0.0000% | $2087758.00        | $1550405.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1537312.00        | $1574598.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $1986000.00        | $1615700.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2418976.00        | $1734099.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $3001000.00        | $1786258.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $3971880.00        | $1841837.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1932511.00        | $1868652.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $3397000.00        | $1894787.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1910800.00        | $1948908.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2041616.00        | $1982222.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $832.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $932.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $932.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $933.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $934.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1001.00           | $937.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $1024.00           | $941.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1043.00           | $941.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $949.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $951.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $906.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1024.00           | $912.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $1000.00           | $912.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $917.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $918.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $923.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.2430%  | 0.0000% | $1001.00           | $930.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $931.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $865.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $871.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $1000.00           | $875.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $876.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $878.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $880.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $880.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $899.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1030.00           | $900.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $904.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $836.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $837.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $848.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $857.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $859.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $860.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $144525.00         | $150788.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 4.0790%  | 0.0000% | $20150793.00       | $87144.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $502967.00         | $90656.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $150000.00         | $90811.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.0000%  | 0.0000% | $1313994.00        | $94704.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $157895.00         | $97146.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $533000.00         | $97777.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 6.5000%  | 0.0000% | $5399404.00        | $101856.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $129848.00         | $102950.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $445974.00         | $104000.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $115088.00         | $119961.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $953.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $966.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $967.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1009.00           | $968.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $970.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $970.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $972.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $1000.00           | $979.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1016.00           | $986.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $986.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $90000.00          | $42819.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $94331.00          | $58513.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $59496.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $68312.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 6.3050%  | 0.0000% | $119814501.00      | $69302.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-01-01      | 6.1680%  | 0.0000% | $1547254.00        | $72540.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $119576.00         | $79230.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $100000.00         | $83207.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $321000.00         | $84994.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $995901.00         | $87042.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1052.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1056.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $9000.00           | $8520.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $130000.00         | $36509.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $35119.00          | $37534.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $274000.00         | $41409.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1024.00           | $1029.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1003.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5900%  | 0.0000% | $1477.00           | $1040.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $1008.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $158070.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $173000.00         | $162028.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.0000%  | 0.0000% | $174000.00         | $165452.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $166005.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $270945.00         | $180495.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $255000.00         | $184766.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $213150.00         | $187021.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $274829.00         | $193291.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.0000%  | 0.0000% | $3205000.00        | $193461.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $261000.00         | $198413.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 4.5000%  | 0.0000% | $264836.00         | $202671.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $329722.00         | $213503.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $224835.00         | $227064.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $282000.00         | $231663.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-02-01      | 4.0000%  | 0.0000% | $3879852.00        | $251410.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $428219.00         | $267410.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $369658.00         | $285218.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $483986.00         | $302155.89         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2030-10-31      | 3.6250%  | 0.0000% | $299800.00         | $303993.14         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $591000.00         | $523083.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $2557221.00        | $550215.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $871861.00         | $565536.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $590228.00         | $582072.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 7.0000%  | 0.0000% | $579639.00         | $619065.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $2712000.00        | $665036.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 6.5000%  | 0.0000% | $1003180.00        | $665743.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1169070.00        | $725184.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $720082.00         | $742722.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1415890.00        | $758966.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $470227.00         | $317397.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $454049.00         | $343507.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $567977.00         | $352837.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $469000.00         | $359678.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $505348.00         | $404674.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $882944.00         | $423318.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $582000.00         | $430754.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $766228.00         | $456308.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $841200.00         | $480648.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $491660.00         | $512342.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1156980.00        | $1155556.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1165500.00        | $1187486.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1211440.00        | $1203584.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1057898.00        | $983878.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1862464.00        | $997489.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1048010.00        | $1006466.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1020270.00        | $1056549.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 7.0000%  | 0.0000% | $1003410.00        | $1057399.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1361014.00        | $1078177.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1106689.00        | $1093646.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1127050.00        | $1140079.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1105272.00        | $1145351.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1497000.00        | $1153892.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $4124000.00        | $771586.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $778178.00         | $792573.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1004520.00        | $796637.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1058000.00        | $801992.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.0000%  | 0.0000% | $1037714.00        | $822884.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $893800.00         | $833273.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $915813.00         | $840722.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1558642.00        | $842770.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $914349.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1033746.00        | $979586.46         | Agency Mortgage-Backed Securities  |

### Security 298: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 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: ARP1FK662, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1FK662_3.66_0302
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $94800.00          | $205649.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $593724.80         | $242667.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $1154500.00        | $1189586.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-11-15      | 2.8750%  | 0.0000% | $2951900.00        | $2272728.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.3750%  | 0.0000% | $68481000.00       | $68939278.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-15      | 3.8750%  | 0.0000% | $400.00            | $410.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $400.00            | $455.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $300.00            | $650.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-15      | 0.1250%  | 0.0000% | $2000.00           | $2183.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $74900.00          | $30977.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 3.8750%  | 0.0000% | $40400.00          | $41228.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $79561.44          | $58139.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $232098.88         | $112759.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $593930.38         | $152294.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $593647.95         | $188376.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $115.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $119.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-03-31      | 2.3750%  | 0.0000% | $200.00            | $195.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $200.00            | $202.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $200.00            | $202.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $800.00            | $205.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $459.74            | $319.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $397.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $34.82             | $23.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $64.42             | $55.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $102.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $103.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $107.00            | U.S. Treasuries (including strips) |

### Security 299: Natixis SA

- **C.1 - Title:** Natixis SA 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: ARP1FK670, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1FK670_3.68_0302
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2034-01-02      | N/A      | 0.0000% | $2998000.00        | $2152474.06        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2038-01-15      | N/A      | 0.0000% | $12699000.00       | $7340568.06        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2038-06-15      | N/A      | 0.0000% | $5600000.00        | $3175424.00        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2039-09-15      | N/A      | 0.0000% | $598000.00         | $320092.66         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-03-19      | N/A      | 0.0000% | $95555600.00       | $95364393.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $49999800.00       | $52187757.59       | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank              | 2035-09-10      | 1.7300%  | 0.0000% | $4000.00           | $3238.07           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $15007100.00       | $10777627.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $57.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 1.8750%  | 0.0000% | $800.00            | $771.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-07-15      | 1.8750%  | 0.0000% | $4999900.00        | $5151850.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $417600.00         | $401368.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 1.2500%  | 0.0000% | $900.00            | $862.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-30      | 1.2500%  | 0.0000% | $22811700.00       | $21689457.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.2500%  | 0.0000% | $1000.00           | $985.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $88.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 1.5000%  | 0.0000% | $145399600.00      | $144012376.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $300.00            | $294.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $7311500.00        | $4020363.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-15      | 1.6250%  | 0.0000% | $102890300.00      | $96781875.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $91.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $200.00            | $199.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-02      | N/A      | 0.0000% | $21608000.00       | $21534079.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-05-15      | N/A      | 0.0000% | $7474900.00        | $3177736.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $518.33            | $458.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 0.1250%  | 0.0000% | $17003900.00       | $11973672.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 0.2500%  | 0.0000% | $38001300.00       | $28789519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $32267700.00       | $31210760.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-15      | 0.8750%  | 0.0000% | $1000.00           | $886.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $34647400.00       | $30830224.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.11             | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14916.55          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $8998300.00        | $8845363.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $55760800.00       | $54987904.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $67.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $500.00            | $378.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 2.3750%  | 0.0000% | $2520300.00        | $2533983.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 2.3750%  | 0.0000% | $13286200.00       | $13194700.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 2.5000%  | 0.0000% | $24999500.00       | $18270452.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $848.32            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2042-08-15      | 2.7500%  | 0.0000% | $49998700.00       | $39697047.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 2.7500%  | 0.0000% | $1000.00           | $984.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $943.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 3.8750%  | 0.0000% | $51966800.00       | $49255771.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $93.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-09-30      | 3.8750%  | 0.0000% | $38676000.00       | $39559684.97       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1545.00           | $454.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.0000%  | 0.0000% | $304293.00         | $216991.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.0000%  | 0.0000% | $1180.00           | $819.34            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $190.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $59376200.00       | $60401737.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-01-31      | 4.0000%  | 0.0000% | $4999900.00        | $5082015.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 3.6250%  | 0.0000% | $191200.00         | $159830.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $23191300.00       | $23701621.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.6250%  | 0.0000% | $11194300.00       | $11417456.82       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2029-02-01      | 3.6800%  | 0.0000% | $1174.00           | $1175.49           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2041-08-15      | 3.7500%  | 0.0000% | $200.00            | $184.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $300.00            | $301.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $49887600.00       | $50625305.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-10-31      | 3.7500%  | 0.0000% | $23999600.00       | $24273851.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $15779000.00       | $15936584.26       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $6897982.00        | $6840202.97        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-08-31      | 3.1250%  | 0.0000% | $400.00            | $401.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.2500%  | 0.0000% | $57621900.00       | $49830325.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $2227400.00        | $2231423.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $24828500.00       | $21313681.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-15      | 3.3750%  | 0.0000% | $42094700.00       | $42663285.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $202.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $4500400.00        | $4561034.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $300.00            | $304.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $4999800.00        | $4437205.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 3.6250%  | 0.0000% | $400.00            | $353.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $112210900.00      | $107855957.74      | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank              | 2041-12-16      | 2.9200%  | 0.0000% | $2000.00           | $1575.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $2170.00           | $177.57            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2045-11-15      | 3.0000%  | 0.0000% | $1100.00           | $875.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-05-15      | 3.0000%  | 0.0000% | $188900.00         | $147862.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $900.00            | $760.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $53873900.00       | $42669039.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $15693500.00       | $15698959.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2038-05-15      | 4.5000%  | 0.0000% | $4999900.00        | $5239851.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-08-15      | 4.5000%  | 0.0000% | $54998600.00       | $56245567.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $38624300.00       | $38007013.27       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2032-10-01      | 4.5900%  | 0.0000% | $1000.00           | $1033.74           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $5087900.00        | $5110578.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $23393100.00       | $23747348.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $24544600.00       | $25136527.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $102.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $47772400.00       | $48980392.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $5520700.00        | $5597518.25        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2056-02-01      | 4.8350%  | 0.0000% | $5000288.00        | $5096683.28        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2045-08-15      | 4.8750%  | 0.0000% | $6587500.00        | $6829762.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $105.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 4.8750%  | 0.0000% | $23742400.00       | $24167283.37       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2025140.00        | $1764449.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $14479702.00       | $12810648.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $6682.00           | $6261.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $5209100.00        | $4961196.97        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2030-05-15      | 6.2500%  | 0.0000% | $15000000.00       | $16832727.02       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $4241892.00        | $3859941.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $294231.00         | $199300.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1882534.00        | $1649411.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1462527.00        | $1515001.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1655132.00        | $1734270.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2776.00           | $2873.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $22540900.00       | $23770445.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $40097850.00       | $34516063.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $4971340.00        | $4613942.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $6870784.00        | $6622818.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $2224509.00        | $2197087.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2198.00           | $2256.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1120.00           | $1160.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $750850.00         | $782174.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $909.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1389851.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1526938.00        | $1597611.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1151.00           | $1208.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1002.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1075675.00        | $1129381.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1127622.00        | $658605.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $8986.00           | $7103.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $2482076.00        | $2483812.04        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2032-01-31      | 4.3750%  | 0.0000% | $4999800.00        | $5196407.75        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2032-10-01      | 4.4800%  | 0.0000% | $9241100.00        | $9487962.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $35593435.00       | $24343696.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1278.00           | $1161.75           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 4.1250%  | 0.0000% | $140376200.00      | $146106163.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.1250%  | 0.0000% | $14999900.00       | $15517397.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $69719400.00       | $70503878.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $199.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-08-15      | 4.2500%  | 0.0000% | $12672100.00       | $11820266.74       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $2993.00           | $2971.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-10-24      | 4.1000%  | 0.0000% | $15000.00          | $14908.17          | Agency Mortgage-Backed Securities  |

### Security 300: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP1FK688, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FK688_3.66_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $0.64              | $0.46              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $43.94             | $13.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $47.94             | $16.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $22.19             | $17.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $24.98             | $18.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $21.94             | $20.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $65.64             | $25.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.6250%  | 0.0000% | $1400.00           | $1388.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 4.2500%  | 0.0000% | $72700.00          | $67813.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-07-23      | N/A      | 0.0000% | $999900.00         | $985581.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2884100.00        | $1132534.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 4.8750%  | 0.0000% | $1426300.00        | $1478753.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $1505200.00        | $1538321.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $1599600.00        | $1593366.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $9137100.00        | $5024203.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $61805922.55       | $31804895.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-28      | N/A      | 0.0000% | $36916200.00       | $36584323.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $108819457.50      | $70138819.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $80679200.00       | $70986496.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $77124100.00       | $80201002.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $81215100.00       | $80655788.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $172451900.00      | $127806599.33      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-03-06

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President