# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001193125-25-309068
**Filing Date:** 2025-12
**Character Count:** 874021
**Document Hash:** a0dbd5271cd13e8fdb19b20699c41798
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-309068.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-309068

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHORT-TERM INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000205007

**ORGANIZATION NAME:**
- **EIN:** 741093914
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 251551810

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS TRUST
- **DATE OF NAME CHANGE:** 19930818

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS CO
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM BOND SHARES INC
- **DATE OF NAME CHANGE:** 19800909

## Series and Classes Contracts Data

### Invesco Government & Agency Portfolio (Series ID: S000000220)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000495 | Cash Management Class     |  |
| C000000496 | Institutional Class       |  |
| C000000497 | Personal Investment Class |  |
| C000000498 | Private Investment Class  |  |
| C000000499 | Reserve Class             |  |
| C000000500 | Resource Class            |  |
| C000029703 | Corporate Class           |  |
| C000224183 | CAVU Securities Class     |  |
| C000250407 | Premier Class             |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000205007

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

**Registrant Full Name:** SHORT TERM INVESTMENTS TRUST

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

**Name of Series:** Invesco Government & Agency Portfolio

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-58287

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 18 days

- **WAL:** 109 days

- **Total Value of Portfolio Securities:** $77355599774.84

- **Amortized Cost of Portfolio Securities:** $77341167598.58

- **Cash:** $1504709836.76

- **Total Other Assets:** $281018932.57

- **Total Liabilities:** $2378683116.29

- **Net Assets of Series:** $76748213251.62

- **Number of Shares Outstanding (Series):** 76765161571.5200

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $46100766412.19           | $70502436400.36            | 51.2000%                  | 78.2900%                   |
| 2025-11-04 | $45406177751.42           | $66662971111.51            | 52.6800%                  | 77.3400%                   |
| 2025-11-05 | $44998747561.04           | $65693810085.25            | 52.4900%                  | 76.6300%                   |
| 2025-11-06 | $42184184391.19           | $65487856514.02            | 48.8300%                  | 75.8100%                   |
| 2025-11-07 | $38016958774.08           | $61610408697.11            | 46.0800%                  | 74.6800%                   |
| 2025-11-10 | $41306574392.22           | $61818006038.45            | 49.9600%                  | 74.7600%                   |
| 2025-11-11 | $41306574392.22           | $61818006038.45            | 49.9600%                  | 74.7600%                   |
| 2025-11-12 | $40916703264.20           | $61226137002.71            | 49.8400%                  | 74.5800%                   |
| 2025-11-13 | $39636314290.83           | $62806657528.17            | 47.4500%                  | 75.1900%                   |
| 2025-11-14 | $38500863810.32           | $63381675656.42            | 46.0400%                  | 75.7900%                   |
| 2025-11-17 | $36534471510.40           | $62139819486.84            | 44.7500%                  | 76.1100%                   |
| 2025-11-18 | $39581656213.18           | $62155596292.56            | 48.5000%                  | 76.1600%                   |
| 2025-11-19 | $38075660211.07           | $60524972452.60            | 47.6100%                  | 75.6800%                   |
| 2025-11-20 | $39143667165.11           | $61061368371.29            | 48.7600%                  | 76.0700%                   |
| 2025-11-21 | $37278017983.27           | $59075497334.56            | 47.3300%                  | 75.0000%                   |
| 2025-11-24 | $36470182097.73           | $58731908900.37            | 46.0400%                  | 74.1400%                   |
| 2025-11-25 | $42580722236.19           | $60751477497.10            | 52.1600%                  | 74.4200%                   |
| 2025-11-26 | $39624122120.68           | $60770525741.32            | 48.5300%                  | 74.4300%                   |
| 2025-11-28 | $35871486364.95           | $58242487083.06            | 45.3400%                  | 73.6200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1700%             |
| 2025-11-04 | 4.1500%             |
| 2025-11-05 | 4.1200%             |
| 2025-11-06 | 4.0900%             |
| 2025-11-07 | 4.0800%             |
| 2025-11-10 | 4.0300%             |
| 2025-11-11 | 4.0200%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0200%             |
| 2025-11-14 | 4.0300%             |
| 2025-11-17 | 4.0400%             |
| 2025-11-18 | 4.0400%             |
| 2025-11-19 | 4.0300%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0100%             |
| 2025-11-24 | 4.0000%             |
| 2025-11-25 | 4.0000%             |
| 2025-11-26 | 4.0100%             |
| 2025-11-28 | 4.0400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 0.9999                      |
|  |  |
| 2025-11-04 | 0.9999                      |
|  |  |
| 2025-11-05 | 0.9999                      |
|  |  |
| 2025-11-06 | 0.9999                      |
|  |  |
| 2025-11-07 | 1.0000                      |
|  |  |
| 2025-11-10 | 0.9998                      |
|  |  |
| 2025-11-11 | 0.9998                      |
|  |  |
| 2025-11-12 | 0.9999                      |
|  |  |
| 2025-11-13 | 0.9999                      |
|  |  |
| 2025-11-14 | 0.9999                      |
|  |  |
| 2025-11-17 | 0.9999                      |
|  |  |
| 2025-11-18 | 1.0000                      |
|  |  |
| 2025-11-19 | 1.0000                      |
|  |  |
| 2025-11-20 | 1.0000                      |
|  |  |
| 2025-11-21 | 1.0000                      |
|  |  |
| 2025-11-24 | 1.0000                      |
|  |  |
| 2025-11-25 | 1.0000                      |
|  |  |
| 2025-11-26 | 1.0000                      |
|  |  |
| 2025-11-28 | 1.0000                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $537941316.19

- **Number of Shares Outstanding:** 538060109.8500

- **Expense Reimbursement/Waiver:** 644.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9997          |
|  |  |
| 2025-11-11 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9998          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $2528228.89               | $674297.77              |
| 2025-11-04 | $221636.26                | $12000.00               |
| 2025-11-05 | $13770.00                 | $36603.26               |
| 2025-11-06 | $0.00                     | $148481.00              |
| 2025-11-07 | $0.00                     | $299001.01              |
| 2025-11-10 | $0.00                     | $100151420.59           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $85015.00                 | $187085.16              |
| 2025-11-13 | $45000.00                 | $664708.00              |
| 2025-11-14 | $125000.00                | $200300000.00           |
| 2025-11-17 | $94853.00                 | $195000.00              |
| 2025-11-18 | $0.00                     | $1145996.91             |
| 2025-11-19 | $0.00                     | $90008.96               |
| 2025-11-20 | $12500.00                 | $4228098.79             |
| 2025-11-21 | $861000.00                | $500000.00              |
| 2025-11-24 | $0.00                     | $1336000.00             |
| 2025-11-25 | $2348909.07               | $0.00                   |
| 2025-11-26 | $0.00                     | $30396966.67            |
| 2025-11-28 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $6335912.22

**Total Gross Redemptions (Month):** $340365668.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9300%           |
| 2025-11-04 | 3.9100%           |
| 2025-11-05 | 3.8800%           |
| 2025-11-06 | 3.8600%           |
| 2025-11-07 | 3.8400%           |
| 2025-11-10 | 3.7900%           |
| 2025-11-11 | 3.7800%           |
| 2025-11-12 | 3.7800%           |
| 2025-11-13 | 3.7900%           |
| 2025-11-14 | 3.7900%           |
| 2025-11-17 | 3.8000%           |
| 2025-11-18 | 3.8000%           |
| 2025-11-19 | 3.7900%           |
| 2025-11-20 | 3.7800%           |
| 2025-11-21 | 3.7800%           |
| 2025-11-24 | 3.7600%           |
| 2025-11-25 | 3.7600%           |
| 2025-11-26 | 3.7700%           |
| 2025-11-28 | 3.8000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 62.0500%         | 0.0000%              |
| Non-financial corporation                           |  | 23.1900%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $57889271795.33

- **Number of Shares Outstanding:** 57902055492.2480

- **Expense Reimbursement/Waiver:** 57079.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 0.9999          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 0.9999          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $7529501210.65            | $3023216051.45          |
| 2025-11-04 | $1469774009.33            | $5171722542.47          |
| 2025-11-05 | $909544724.54             | $2002241971.57          |
| 2025-11-06 | $1078332151.45            | $2219137994.23          |
| 2025-11-07 | $1437084158.04            | $2334505935.93          |
| 2025-11-10 | $1115019106.40            | $1078293644.55          |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $1800626920.79            | $1632933930.51          |
| 2025-11-13 | $555495718.40             | $1866895355.14          |
| 2025-11-14 | $1396046282.49            | $1464777296.34          |
| 2025-11-17 | $2024382198.63            | $1165438360.19          |
| 2025-11-18 | $1893403573.41            | $2194008550.94          |
| 2025-11-19 | $631898693.86             | $1855341447.80          |
| 2025-11-20 | $1567779193.45            | $2351544207.16          |
| 2025-11-21 | $513207003.82             | $1999059472.89          |
| 2025-11-24 | $1719533796.74            | $1945269741.69          |
| 2025-11-25 | $2701395676.65            | $1471287535.44          |
| 2025-11-26 | $1624933475.88            | $1634280699.16          |
| 2025-11-28 | $926958677.75             | $1332680419.24          |

**Total Gross Subscriptions (Month):** $30894916572.28

**Total Gross Redemptions (Month):** $36742635156.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0100%           |
| 2025-11-04 | 3.9900%           |
| 2025-11-05 | 3.9600%           |
| 2025-11-06 | 3.9400%           |
| 2025-11-07 | 3.9200%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8700%           |
| 2025-11-14 | 3.8700%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8700%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8500%           |
| 2025-11-28 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.6100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.8800%          | 0.0000%              |
| Non-financial corporation                           |  | 37.0600%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $109463452.85

- **Number of Shares Outstanding:** 109487625.6800

- **Expense Reimbursement/Waiver:** 103.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9997          |
|  |  |
| 2025-11-11 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 0.9999          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 0.9999          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 0.9999          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1613448.77               | $1518524.66             |
| 2025-11-04 | $2181525.89               | $1720429.93             |
| 2025-11-05 | $1305282.07               | $4094316.82             |
| 2025-11-06 | $820070.79                | $5515201.64             |
| 2025-11-07 | $540610.24                | $670781.88              |
| 2025-11-10 | $2360785.26               | $289317.31              |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $3935167.07               | $76133.68               |
| 2025-11-13 | $1482666.23               | $3717647.89             |
| 2025-11-14 | $3461427.90               | $1316964.30             |
| 2025-11-17 | $1290644.72               | $717186.17              |
| 2025-11-18 | $3781294.65               | $1400484.21             |
| 2025-11-19 | $862566.35                | $2828036.47             |
| 2025-11-20 | $1963109.82               | $1282322.93             |
| 2025-11-21 | $2265402.67               | $2046610.56             |
| 2025-11-24 | $1030185.03               | $1339633.53             |
| 2025-11-25 | $3101545.43               | $409616.93              |
| 2025-11-26 | $1169858.36               | $4869974.36             |
| 2025-11-28 | $2044742.96               | $2613643.06             |

**Total Gross Subscriptions (Month):** $35210334.21

**Total Gross Redemptions (Month):** $36426826.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4600%           |
| 2025-11-04 | 3.4400%           |
| 2025-11-05 | 3.4100%           |
| 2025-11-06 | 3.3900%           |
| 2025-11-07 | 3.3700%           |
| 2025-11-10 | 3.3200%           |
| 2025-11-11 | 3.3100%           |
| 2025-11-12 | 3.3100%           |
| 2025-11-13 | 3.3200%           |
| 2025-11-14 | 3.3200%           |
| 2025-11-17 | 3.3300%           |
| 2025-11-18 | 3.3300%           |
| 2025-11-19 | 3.3200%           |
| 2025-11-20 | 3.3100%           |
| 2025-11-21 | 3.3100%           |
| 2025-11-24 | 3.2900%           |
| 2025-11-25 | 3.2900%           |
| 2025-11-26 | 3.3000%           |
| 2025-11-28 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 32.8900%         | 0.0000%              |
| Retail investor           |  | 7.2800%          | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1092030142.44

- **Number of Shares Outstanding:** 1092271295.6220

- **Expense Reimbursement/Waiver:** 999.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9997          |
|  |  |
| 2025-11-11 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 0.9999          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 0.9999          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 0.9999          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $13734983.76              | $11689671.61            |
| 2025-11-04 | $16302554.03              | $14212555.33            |
| 2025-11-05 | $9261470.74               | $20597612.27            |
| 2025-11-06 | $5143509.15               | $5782942.98             |
| 2025-11-07 | $5003741.74               | $9382224.19             |
| 2025-11-10 | $7252071.71               | $8112584.29             |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $14396020.16              | $5731532.22             |
| 2025-11-13 | $12740297.62              | $4661659.71             |
| 2025-11-14 | $7416285.57               | $4338200.59             |
| 2025-11-17 | $54054150.96              | $4486495.45             |
| 2025-11-18 | $8104713.23               | $37333844.72            |
| 2025-11-19 | $15381286.66              | $24209376.80            |
| 2025-11-20 | $18520047.46              | $14067621.52            |
| 2025-11-21 | $10979399.40              | $5263704.12             |
| 2025-11-24 | $15307461.44              | $14816221.86            |
| 2025-11-25 | $7526539.47               | $21158237.80            |
| 2025-11-26 | $22659604.64              | $12668682.39            |
| 2025-11-28 | $24871421.87              | $2482190.17             |

**Total Gross Subscriptions (Month):** $268655559.61

**Total Gross Redemptions (Month):** $220995358.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7100%           |
| 2025-11-04 | 3.6900%           |
| 2025-11-05 | 3.6600%           |
| 2025-11-06 | 3.6400%           |
| 2025-11-07 | 3.6200%           |
| 2025-11-10 | 3.5700%           |
| 2025-11-11 | 3.5600%           |
| 2025-11-12 | 3.5600%           |
| 2025-11-13 | 3.5700%           |
| 2025-11-14 | 3.5700%           |
| 2025-11-17 | 3.5800%           |
| 2025-11-18 | 3.5800%           |
| 2025-11-19 | 3.5700%           |
| 2025-11-20 | 3.5600%           |
| 2025-11-21 | 3.5600%           |
| 2025-11-24 | 3.5400%           |
| 2025-11-25 | 3.5400%           |
| 2025-11-26 | 3.5500%           |
| 2025-11-28 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 46.8400%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.9400%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $546894813.45

- **Number of Shares Outstanding:** 547015584.3200

- **Expense Reimbursement/Waiver:** 444.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 0.9999          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $9323858.31               | $197448.13              |
| 2025-11-04 | $7624923.60               | $100774.00              |
| 2025-11-05 | $1522799.36               | $1126585.72             |
| 2025-11-06 | $1453499.98               | $1366840.66             |
| 2025-11-07 | $3184202.51               | $1752230.82             |
| 2025-11-10 | $2431009.77               | $1873520.37             |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $2765439.40               | $2850373.81             |
| 2025-11-13 | $8473233.01               | $2112.74                |
| 2025-11-14 | $2166496.36               | $5557525.26             |
| 2025-11-17 | $8781609.90               | $399355.77              |
| 2025-11-18 | $14302791.91              | $11580.36               |
| 2025-11-19 | $6196688.87               | $4494756.94             |
| 2025-11-20 | $12290950.21              | $85512.32               |
| 2025-11-21 | $9601489.78               | $19714.86               |
| 2025-11-24 | $10161996.25              | $48385.31               |
| 2025-11-25 | $39721000.74              | $527978.90              |
| 2025-11-26 | $9107449.41               | $1125105.69             |
| 2025-11-28 | $1404093.09               | $1652860.53             |

**Total Gross Subscriptions (Month):** $150513532.46

**Total Gross Redemptions (Month):** $23192662.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.1400%           |
| 2025-11-04 | 3.1200%           |
| 2025-11-05 | 3.0900%           |
| 2025-11-06 | 3.0700%           |
| 2025-11-07 | 3.0500%           |
| 2025-11-10 | 3.0000%           |
| 2025-11-11 | 2.9900%           |
| 2025-11-12 | 2.9900%           |
| 2025-11-13 | 3.0000%           |
| 2025-11-14 | 3.0000%           |
| 2025-11-17 | 3.0100%           |
| 2025-11-18 | 3.0100%           |
| 2025-11-19 | 3.0000%           |
| 2025-11-20 | 2.9900%           |
| 2025-11-21 | 2.9900%           |
| 2025-11-24 | 2.9700%           |
| 2025-11-25 | 2.9700%           |
| 2025-11-26 | 2.9800%           |
| 2025-11-28 | 3.0100%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 78.9000%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 15.0300%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $146950906.75

- **Number of Shares Outstanding:** 146983357.9400

- **Expense Reimbursement/Waiver:** 143.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9999          |
|  |  |
| 2025-11-04 | 0.9999          |
|  |  |
| 2025-11-05 | 0.9999          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9999          |
|  |  |
| 2025-11-12 | 0.9999          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 0.9999          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $9161347.07               | $5651598.50             |
| 2025-11-04 | $26624919.89              | $264956.42              |
| 2025-11-05 | $1435427.38               | $7448557.95             |
| 2025-11-06 | $360072.40                | $9955518.39             |
| 2025-11-07 | $257000.00                | $9234541.46             |
| 2025-11-10 | $519753.53                | $7008235.76             |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $8799241.60               | $117794.80              |
| 2025-11-13 | $377732.50                | $5156930.12             |
| 2025-11-14 | $4679182.21               | $473111.25              |
| 2025-11-17 | $7540771.82               | $5750227.64             |
| 2025-11-18 | $8604000.00               | $3098844.05             |
| 2025-11-19 | $1227566.74               | $3618746.28             |
| 2025-11-20 | $2425490.00               | $7086000.00             |
| 2025-11-21 | $11770720.34              | $1874557.40             |
| 2025-11-24 | $8414174.73               | $4222696.00             |
| 2025-11-25 | $13666780.42              | $3019231.74             |
| 2025-11-26 | $6807206.25               | $16505609.33            |
| 2025-11-28 | $83.78                    | $16206938.63            |

**Total Gross Subscriptions (Month):** $112671470.66

**Total Gross Redemptions (Month):** $106694095.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8500%           |
| 2025-11-04 | 3.8300%           |
| 2025-11-05 | 3.8000%           |
| 2025-11-06 | 3.7800%           |
| 2025-11-07 | 3.7600%           |
| 2025-11-10 | 3.7100%           |
| 2025-11-11 | 3.7000%           |
| 2025-11-12 | 3.7000%           |
| 2025-11-13 | 3.7100%           |
| 2025-11-14 | 3.7100%           |
| 2025-11-17 | 3.7200%           |
| 2025-11-18 | 3.7200%           |
| 2025-11-19 | 3.7100%           |
| 2025-11-20 | 3.7000%           |
| 2025-11-21 | 3.7000%           |
| 2025-11-24 | 3.6800%           |
| 2025-11-25 | 3.6800%           |
| 2025-11-26 | 3.6900%           |
| 2025-11-28 | 3.7200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 46.6800%         | 0.0000%              |
| Depository institution or other banking institution |  | 37.9300%         | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $181105745.00

- **Number of Shares Outstanding:** 181145738.6100

- **Expense Reimbursement/Waiver:** 192.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9998          |
|  |  |
| 2025-11-10 | 0.9996          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9997          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9998          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $5997586.68               | $261576.20              |
| 2025-11-04 | $3825000.00               | $99000.00               |
| 2025-11-05 | $2740000.00               | $29745457.94            |
| 2025-11-06 | $0.00                     | $2628498.32             |
| 2025-11-07 | $3173448.11               | $22503490.11            |
| 2025-11-10 | $2001477.00               | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $830000.00                | $12506542.87            |
| 2025-11-13 | $14000.00                 | $3315000.00             |
| 2025-11-14 | $1694000.00               | $4594773.60             |
| 2025-11-17 | $0.00                     | $5771240.82             |
| 2025-11-18 | $5620000.00               | $493.72                 |
| 2025-11-19 | $550000.00                | $616333.55              |
| 2025-11-20 | $3036000.00               | $10120100.41            |
| 2025-11-21 | $177000.00                | $4248061.61             |
| 2025-11-24 | $1470000.00               | $920000.00              |
| 2025-11-25 | $5735000.00               | $251477.00              |
| 2025-11-26 | $0.00                     | $7865000.00             |
| 2025-11-28 | $100000.00                | $54828.32               |

**Total Gross Subscriptions (Month):** $36963511.79

**Total Gross Redemptions (Month):** $105501874.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9800%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9100%           |
| 2025-11-07 | 3.8900%           |
| 2025-11-10 | 3.8400%           |
| 2025-11-11 | 3.8300%           |
| 2025-11-12 | 3.8300%           |
| 2025-11-13 | 3.8400%           |
| 2025-11-14 | 3.8400%           |
| 2025-11-17 | 3.8500%           |
| 2025-11-18 | 3.8500%           |
| 2025-11-19 | 3.8400%           |
| 2025-11-20 | 3.8300%           |
| 2025-11-21 | 3.8300%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8200%           |
| 2025-11-28 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 61.2400%         | 0.0000%              |
| Non-financial corporation                           |  | 35.8900%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $14260873060.22

- **Number of Shares Outstanding:** 14264022291.0500

- **Expense Reimbursement/Waiver:** 14468.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1650747943.88            | $1725830055.69          |
| 2025-11-04 | $260752562.04             | $743417199.77           |
| 2025-11-05 | $288582000.00             | $263462124.01           |
| 2025-11-06 | $2036306304.50            | $651733486.42           |
| 2025-11-07 | $851560341.00             | $2480980206.36          |
| 2025-11-10 | $315060587.00             | $160085300.00           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $160605700.00             | $685388929.71           |
| 2025-11-13 | $2539570772.00            | $487156462.21           |
| 2025-11-14 | $195550191.00             | $546801259.00           |
| 2025-11-17 | $376194497.42             | $2290914676.00          |
| 2025-11-18 | $419079058.03             | $260057636.86           |
| 2025-11-19 | $60787036.82              | $313489467.00           |
| 2025-11-20 | $1124323603.33            | $223463880.56           |
| 2025-11-21 | $182143315.61             | $384133600.00           |
| 2025-11-24 | $312946916.00             | $77854663.28            |
| 2025-11-25 | $149487642.29             | $978979199.89           |
| 2025-11-26 | $129692436.92             | $854917324.66           |
| 2025-11-28 | $645716092.00             | $316806873.00           |

**Total Gross Subscriptions (Month):** $11699106999.84

**Total Gross Redemptions (Month):** $13445472344.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0100%           |
| 2025-11-04 | 3.9900%           |
| 2025-11-05 | 3.9600%           |
| 2025-11-06 | 3.9400%           |
| 2025-11-07 | 3.9200%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8700%           |
| 2025-11-14 | 3.8700%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8700%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8500%           |
| 2025-11-28 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 28.1800%         | 0.0000%              |
| Non-financial corporation                                                   |  | 30.4800%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 6.9000%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $1983682019.39

- **Number of Shares Outstanding:** 1984120076.2000

- **Expense Reimbursement/Waiver:** 2376.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9999          |
|  |  |
| 2025-11-07 | 0.9998          |
|  |  |
| 2025-11-10 | 0.9997          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 0.9999          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 0.9999          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 0.9999          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9999          |
|  |  |
| 2025-11-25 | 0.9999          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $806486416.62             | $899000000.00           |
| 2025-11-04 | $1086404039.31            | $805000000.00           |
| 2025-11-05 | $1094000000.00            | $1096000000.00          |
| 2025-11-06 | $1399000000.00            | $1094000000.00          |
| 2025-11-07 | $850291333.00             | $1391000000.00          |
| 2025-11-10 | $991100000.00             | $935000000.00           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $829947833.00             | $1011000000.00          |
| 2025-11-13 | $1610000000.00            | $944000000.00           |
| 2025-11-14 | $2336420000.00            | $1610000000.00          |
| 2025-11-17 | $1326000000.00            | $2320000000.00          |
| 2025-11-18 | $1346000000.00            | $1256000000.00          |
| 2025-11-19 | $1182000000.00            | $1329000000.00          |
| 2025-11-20 | $1343000000.00            | $1174000000.00          |
| 2025-11-21 | $1337000000.00            | $1228000000.00          |
| 2025-11-24 | $1735000000.00            | $1337000000.00          |
| 2025-11-25 | $942472466.00             | $1645000000.00          |
| 2025-11-26 | $1765000000.00            | $987000000.00           |
| 2025-11-28 | $600000000.00             | $1747000000.00          |

**Total Gross Subscriptions (Month):** $22580122087.93

**Total Gross Redemptions (Month):** $22808000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0500%           |
| 2025-11-04 | 4.0300%           |
| 2025-11-05 | 4.0000%           |
| 2025-11-06 | 3.9700%           |
| 2025-11-07 | 3.9600%           |
| 2025-11-10 | 3.9100%           |
| 2025-11-11 | 3.9000%           |
| 2025-11-12 | 3.9000%           |
| 2025-11-13 | 3.9000%           |
| 2025-11-14 | 3.9100%           |
| 2025-11-17 | 3.9200%           |
| 2025-11-18 | 3.9200%           |
| 2025-11-19 | 3.9100%           |
| 2025-11-20 | 3.9000%           |
| 2025-11-21 | 3.8900%           |
| 2025-11-24 | 3.8800%           |
| 2025-11-25 | 3.8800%           |
| 2025-11-26 | 3.8900%           |
| 2025-11-28 | 3.9200%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 30.5900%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 68.8400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ARK83, C.4 - ISIN: US3130ARK836, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35027069.00
- **C.18.a - Value (excl. sponsor support):** $35027069.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $258009512.50
- **C.18.a - Value (excl. sponsor support):** $258009512.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37001158.84
- **C.18.a - Value (excl. sponsor support):** $37001158.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8001559.84
- **C.18.a - Value (excl. sponsor support):** $8001559.84
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150028512.00
- **C.18.a - Value (excl. sponsor support):** $150028512.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYYT7, C.4 - ISIN: US3130AYYT79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50002661.00
- **C.18.a - Value (excl. sponsor support):** $50002661.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193125521.40
- **C.18.a - Value (excl. sponsor support):** $193125521.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LL0, C.4 - ISIN: US3130B5LL02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997902.00
- **C.18.a - Value (excl. sponsor support):** $199997902.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449969796.00
- **C.18.a - Value (excl. sponsor support):** $449969796.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699994218.00
- **C.18.a - Value (excl. sponsor support):** $699994218.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WY8, C.4 - ISIN: US3130B6WY86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300002529.00
- **C.18.a - Value (excl. sponsor support):** $300002529.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349995576.00
- **C.18.a - Value (excl. sponsor support):** $349995576.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143988857.30
- **C.18.a - Value (excl. sponsor support):** $143988857.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205181097.00
- **C.18.a - Value (excl. sponsor support):** $205181097.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123020357.70
- **C.18.a - Value (excl. sponsor support):** $123020357.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170837997.20
- **C.18.a - Value (excl. sponsor support):** $170837997.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $66526784.36
- **C.18.a - Value (excl. sponsor support):** $66526784.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $470241554.50
- **C.18.a - Value (excl. sponsor support):** $470241554.50
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20004599.20
- **C.18.a - Value (excl. sponsor support):** $20004599.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28008479.80
- **C.18.a - Value (excl. sponsor support):** $28008479.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77000000.00
- **C.18.a - Value (excl. sponsor support):** $77000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24001250.64
- **C.18.a - Value (excl. sponsor support):** $24001250.64
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $550056446.50
- **C.18.a - Value (excl. sponsor support):** $550056446.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170035088.00
- **C.18.a - Value (excl. sponsor support):** $170035088.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55073161.00
- **C.18.a - Value (excl. sponsor support):** $55073161.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG21, C.4 - ISIN: US3133ERG210, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000019.60
- **C.18.a - Value (excl. sponsor support):** $20000019.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186131820.10
- **C.18.a - Value (excl. sponsor support):** $186131820.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204257701.00
- **C.18.a - Value (excl. sponsor support):** $204257701.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197126015.00
- **C.18.a - Value (excl. sponsor support):** $197126015.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19012435.69
- **C.18.a - Value (excl. sponsor support):** $19012435.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19008865.21
- **C.18.a - Value (excl. sponsor support):** $19008865.21
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107071331.60
- **C.18.a - Value (excl. sponsor support):** $107071331.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47019202.79
- **C.18.a - Value (excl. sponsor support):** $47019202.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175097389.30
- **C.18.a - Value (excl. sponsor support):** $175097389.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192119249.30
- **C.18.a - Value (excl. sponsor support):** $192119249.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456397946.60
- **C.18.a - Value (excl. sponsor support):** $456397946.60
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465308629.80
- **C.18.a - Value (excl. sponsor support):** $465308629.80
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZU8, C.4 - ISIN: US3133ERZU85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $372589373.00
- **C.18.a - Value (excl. sponsor support):** $372589373.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39000000.00
- **C.18.a - Value (excl. sponsor support):** $39000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $469946420.00
- **C.18.a - Value (excl. sponsor support):** $469946420.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100089514.00
- **C.18.a - Value (excl. sponsor support):** $100089514.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $687567846.70
- **C.18.a - Value (excl. sponsor support):** $687567846.70
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139054392.10
- **C.18.a - Value (excl. sponsor support):** $139054392.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83997331.32
- **C.18.a - Value (excl. sponsor support):** $83997331.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25007504.25
- **C.18.a - Value (excl. sponsor support):** $25007504.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65062647.00
- **C.18.a - Value (excl. sponsor support):** $65062647.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65007763.60
- **C.18.a - Value (excl. sponsor support):** $65007763.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150061159.50
- **C.18.a - Value (excl. sponsor support):** $150061159.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $434984135.60
- **C.18.a - Value (excl. sponsor support):** $434984135.60
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55040205.55
- **C.18.a - Value (excl. sponsor support):** $55040205.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209988330.30
- **C.18.a - Value (excl. sponsor support):** $209988330.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104995716.00
- **C.18.a - Value (excl. sponsor support):** $104995716.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429893295.50
- **C.18.a - Value (excl. sponsor support):** $429893295.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520395049.20
- **C.18.a - Value (excl. sponsor support):** $520395049.20
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80000039.20
- **C.18.a - Value (excl. sponsor support):** $80000039.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123990775.60
- **C.18.a - Value (excl. sponsor support):** $123990775.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429973309.90
- **C.18.a - Value (excl. sponsor support):** $429973309.90
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100037637.00
- **C.18.a - Value (excl. sponsor support):** $100037637.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999377.00
- **C.18.a - Value (excl. sponsor support):** $99999377.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $549960119.50
- **C.18.a - Value (excl. sponsor support):** $549960119.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $296181371.00
- **C.18.a - Value (excl. sponsor support):** $296181371.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $263795362.40
- **C.18.a - Value (excl. sponsor support):** $263795362.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $7003847.41
- **C.18.a - Value (excl. sponsor support):** $7003847.41
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82059421.30
- **C.18.a - Value (excl. sponsor support):** $82059421.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249981405.00
- **C.18.a - Value (excl. sponsor support):** $249981405.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.175000%
- **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):** $185062694.70
- **C.18.a - Value (excl. sponsor support):** $185062694.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $587188015.40
- **C.18.a - Value (excl. sponsor support):** $587188015.40
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $249989970.00
- **C.18.a - Value (excl. sponsor support):** $249989970.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $300480312.00
- **C.18.a - Value (excl. sponsor support):** $300480312.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $264893822.50
- **C.18.a - Value (excl. sponsor support):** $264893822.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $299987877.00
- **C.18.a - Value (excl. sponsor support):** $299987877.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $170089855.20
- **C.18.a - Value (excl. sponsor support):** $170089855.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $403379219.00
- **C.18.a - Value (excl. sponsor support):** $403379219.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $143040557.70
- **C.18.a - Value (excl. sponsor support):** $143040557.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $103062414.90
- **C.18.a - Value (excl. sponsor support):** $103062414.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $325816100.60
- **C.18.a - Value (excl. sponsor support):** $325816100.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105086456.00
- **C.18.a - Value (excl. sponsor support):** $105086456.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $833063147.40
- **C.18.a - Value (excl. sponsor support):** $833063147.40
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 3.778000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20250000.00
- **C.18.a - Value (excl. sponsor support):** $20250000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4444444.48
- **C.18.a - Value (excl. sponsor support):** $4444444.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1666666.76
- **C.18.a - Value (excl. sponsor support):** $1666666.76
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $27272727.78
- **C.18.a - Value (excl. sponsor support):** $27272727.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3825000.00
- **C.18.a - Value (excl. sponsor support):** $3825000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4472000.00
- **C.18.a - Value (excl. sponsor support):** $4472000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $473716046.50
- **C.18.a - Value (excl. sponsor support):** $473716046.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $431415987.20
- **C.18.a - Value (excl. sponsor support):** $431415987.20
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $365888745.00
- **C.18.a - Value (excl. sponsor support):** $365888745.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349887125.00
- **C.18.a - Value (excl. sponsor support):** $349887125.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $896956002.00
- **C.18.a - Value (excl. sponsor support):** $896956002.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1306560054.00
- **C.18.a - Value (excl. sponsor support):** $1306560054.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $482988844.80
- **C.18.a - Value (excl. sponsor support):** $482988844.80
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $821689959.80
- **C.18.a - Value (excl. sponsor support):** $821689959.80
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1638671381.00
- **C.18.a - Value (excl. sponsor support):** $1638671381.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $449950923.00
- **C.18.a - Value (excl. sponsor support):** $449950923.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1265445851.00
- **C.18.a - Value (excl. sponsor support):** $1265445851.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $724373244.80
- **C.18.a - Value (excl. sponsor support):** $724373244.80
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $723820512.00
- **C.18.a - Value (excl. sponsor support):** $723820512.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $795773192.00
- **C.18.a - Value (excl. sponsor support):** $795773192.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $351714454.00
- **C.18.a - Value (excl. sponsor support):** $351714454.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.938000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399890400.00
- **C.18.a - Value (excl. sponsor support):** $399890400.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $885000000.00
- **C.18.a - Value (excl. sponsor support):** $885000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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          | 2033-07-01      | 5.0000%  | 0.0000% | $1375000.00        | $3605.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $209.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $382.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 2.5000%  | 0.0000% | $100000.00         | $4450.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $199.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $166.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $2.23              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 6.5960%  | 0.0000% | $1000000.00        | $1164.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 6.3880%  | 0.0000% | $110000.00         | $653.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $135000.00         | $1508.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $737.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-01      | 6.0000%  | 0.0000% | $7000.00           | $134.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 6.0000%  | 0.0000% | $230000.00         | $3085.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $117.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1410.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-11-01      | 2.5000%  | 0.0000% | $8000.00           | $192.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 3.5000%  | 0.0000% | $6000.00           | $49.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 2.5000%  | 0.0000% | $2000.00           | $344.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $15000.00          | $961.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $111.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $140.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $728.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $143.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $4000.00           | $282.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $60.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $148.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $91.93             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1738.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $4000.00           | $233.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $5000.00           | $352.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $58.84             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-04-01      | 3.0000%  | 0.0000% | $4000.00           | $539.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-10-01      | 4.0000%  | 0.0000% | $17000.00          | $1243.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $4000.00           | $310.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $4000.00           | $330.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 4.0000%  | 0.0000% | $5000.00           | $440.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $89.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 3.0000%  | 0.0000% | $2000.00           | $261.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $304.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $13000.00          | $2064.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $104.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $15000.00          | $3244.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-03-01      | 3.5000%  | 0.0000% | $290000.00         | $278.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-06-01      | 2.5000%  | 0.0000% | $2000.00           | $87.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 3.5000%  | 0.0000% | $16000.00          | $650.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 2.5000%  | 0.0000% | $31000.00          | $2020.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1899.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 3.0000%  | 0.0000% | $12000.00          | $1364.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 2.5000%  | 0.0000% | $8000.00           | $1175.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.0000%  | 0.0000% | $5000.00           | $581.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $25000.00          | $2087.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $2938.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $13000.00          | $1162.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $8000.00           | $648.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $13000.00          | $1006.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $14000.00          | $1239.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 7.3700%  | 0.0000% | $175000.00         | $225.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $886.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $3260.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-03-01      | 3.5000%  | 0.0000% | $123652.00         | $104.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 3.5000%  | 0.0000% | $136548.00         | $527.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $7000.00           | $27.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2776.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5130%  | 0.0000% | $1094000.00        | $2108.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 6.2790%  | 0.0000% | $125000.00         | $583.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2041.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $189.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.5000%  | 0.0000% | $499951.00         | $809.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 6.0000%  | 0.0000% | $602705.00         | $1467.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $179.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-05-01      | 4.0000%  | 0.0000% | $73000.00          | $686.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 5.5000%  | 0.0000% | $175000.00         | $3166.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.5000%  | 0.0000% | $8000.00           | $472.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $24000.00          | $839.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 3.5000%  | 0.0000% | $11000.00          | $17.55             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-11-01      | 6.4000%  | 0.0000% | $76086274.00       | $2667.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-11-01      | 6.2840%  | 0.0000% | $1350000.00        | $864.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $3557.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 6.4950%  | 0.0000% | $104847.00         | $1377.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 6.5740%  | 0.0000% | $124000.00         | $4139.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.5000%  | 0.0000% | $2000.00           | $134.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $58000.00          | $3176.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 2.5000%  | 0.0000% | $29563.00          | $2524.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $8000.00           | $1872.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $181.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2271.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $429.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1500.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $542.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $322.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $629.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $1740.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $740.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $149.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3930.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $312.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2204.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $1964.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $332.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $109.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $349.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $261.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $17.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $338.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $177.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $362.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3119.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $189.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4585.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $215.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $268.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1083.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $126.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $446.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $472.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2317.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $4153.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 3.5000%  | 0.0000% | $16000.00          | $33.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $218.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $892.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-09-01      | 2.5000%  | 0.0000% | $89757.00          | $1734.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $91000.00          | $355.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-06-01      | 2.5000%  | 0.0000% | $50000.00          | $2293.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2062.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $491.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $135.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 3.5000%  | 0.0000% | $32000.00          | $3756.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3876.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $244.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $49417.00          | $2999.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $1934.00           | $26.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $140.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $26000.00          | $922.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $216.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $28000.00          | $2543.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2268.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 6.5250%  | 0.0000% | $25000.00          | $741.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 6.3700%  | 0.0000% | $14000.00          | $556.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $699.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $3005.00           | $2.56              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $80.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $3277.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $1.90              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $277.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $331.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $17.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $15.82             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $2193.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $372.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $966.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2292.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1087.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $3022.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $90.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $192.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $553.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2467.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $15.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $57.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 3.5000%  | 0.0000% | $28000.00          | $44.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $1479.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $2348.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 2.5000%  | 0.0000% | $220000.00         | $2947.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.0000%  | 0.0000% | $41704.00          | $3224.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $1828.00           | $94.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3160.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $1.67              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $1588.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $167.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $1.18              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $528.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $3153.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1781.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $2930.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $518.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $939.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1022.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $75.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 5.5000%  | 0.0000% | $825000.00         | $4932.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $20.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $415.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $2993.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1878.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $117.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1671.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $3958.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $663.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3445.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $742.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $135.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $130.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1920.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $555.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2381.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $431.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 3.5000%  | 0.0000% | $6000.00           | $496.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $27000.00          | $1577.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $14000.00          | $985.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $66.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $27000.00          | $2094.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $320.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $428.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $95.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1247.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4272.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3502.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1679.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 3.5000%  | 0.0000% | $30000.00          | $2649.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2177.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $1084.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1673.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $1062.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $1412.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $338.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $1808.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $0.45              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.5000%  | 0.0000% | $200000.00         | $2240.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $2.79              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $1508.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $3.44              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $2848.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $134.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $7000.00           | $57.20             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $3000.00           | $243.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.5000%  | 0.0000% | $1000.00           | $61.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $10000000.00       | $2229.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $3000.00           | $357.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1015.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $1171.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 2.5000%  | 0.0000% | $6000.00           | $578.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $26000.00          | $2000.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1354.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $3233.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 3.5000%  | 0.0000% | $19000.00          | $1863.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1072.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-02-01      | 5.0000%  | 0.0000% | $675000.00         | $14.12             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 6.5000%  | 0.0000% | $1514114.00        | $2393.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $1692.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $19000.00          | $1727.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $34000.00          | $2829.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $43000.00          | $3804.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $74.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $25000.00          | $1762.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15000.00          | $911.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $21000.00          | $1700.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $16000.00          | $1528.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $29000.00          | $2823.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $9000.00           | $936.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $3011.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $15000.00          | $3922.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 3.0000%  | 0.0000% | $5000.00           | $819.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 3.5000%  | 0.0000% | $5000.00           | $2441.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4607.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $774.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $4297.00           | $3479.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1758.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4572.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $10000.00          | $1027.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $29000.00          | $3808.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $26000.00          | $4203.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1310.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.0000%  | 0.0000% | $4000.00           | $691.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $9000.00           | $2251.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2705.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $566.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2365.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1599.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2442.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1677.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1637.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $915.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1741.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3556.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-08-01      | 3.0000%  | 0.0000% | $200000.00         | $4008.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $2084.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $3614.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $3494.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 2.5000%  | 0.0000% | $40454.00          | $3469.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $156.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1435.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $7000.00           | $473.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $4000.00           | $642.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4642.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $108.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $334.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $81.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $140.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $15000.00          | $2097.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.5000%  | 0.0000% | $11000.00          | $1633.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $310.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $148.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $13000.00          | $3641.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2753.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $2110.00           | $1863.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $9000.00           | $1669.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $587.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1443.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3689.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2656.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1183.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 6.3600%  | 0.0000% | $440000.00         | $1819.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 6.4730%  | 0.0000% | $1000000.00        | $2145.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6720%  | 0.0000% | $10000000.00       | $2838.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.2500%  | 0.0000% | $675000.00         | $4679.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 6.4650%  | 0.0000% | $100000.00         | $519.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.2500%  | 0.0000% | $1100000.00        | $4966.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.1060%  | 0.0000% | $140000.00         | $1375.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.3570%  | 0.0000% | $220000.00         | $2192.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 6.5000%  | 0.0000% | $220000.00         | $1710.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.2190%  | 0.0000% | $225000.00         | $13.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 4.3340%  | 0.0000% | $19000000.00       | $2760.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 4.2190%  | 0.0000% | $900000.00         | $41.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $123.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $63.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.6700%  | 0.0000% | $4000000.00        | $1625.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $79.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $1299.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 3.0000%  | 0.0000% | $850000.00         | $3920.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $2876.55           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $400000.00         | $4286.72           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $47.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $136.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $859.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $413.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $2950.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $967.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1738.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1484.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $801.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2378.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $363.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $492.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1859.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $406.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3101.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.5000%  | 0.0000% | $1680000.00        | $159.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $767.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1779.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $219.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $138.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $167.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $116.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $371.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1438.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $2359.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $689.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $3115.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $1875.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1086.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 7.0000%  | 0.0000% | $791116.00         | $894.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 7.0000%  | 0.0000% | $522292.00         | $1670.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $628.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 7.0000%  | 0.0000% | $182674.00         | $1580.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1794.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1102.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1221.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $3918.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $147000.00         | $4918.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $35000.00          | $3345.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $3944.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $688.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.7500%  | 0.0000% | $3995252.00        | $2760.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $384.33            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-03-26      | 4.7218%  | 0.0000% | $128000000.00      | $127509009.84      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-12-25      | 4.5000%  | 0.0000% | $8786200.00        | $8959736.24        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2580.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2354.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 5.5080%  | 0.0000% | $750000.00         | $468.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $640.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $3086.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $256.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2282.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1261.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1564.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $4099.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.6510%  | 0.0000% | $51225970.00       | $806.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 4.8930%  | 0.0000% | $2100000.00        | $1220.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $336.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3315.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $290.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 7.0000%  | 0.0000% | $1451000.00        | $4888.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $414.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $380.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 6.2090%  | 0.0000% | $130000.00         | $290.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $977.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4132.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 5.1500%  | 0.0000% | $9050012.00        | $3077.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2070.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4773.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $2991.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $442.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $2022.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $2887.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $332.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 6.5000%  | 0.0000% | $400413.00         | $317.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $1885000.00        | $4695.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $34000.00          | $1316.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-25      | 3.5000%  | 0.0000% | $17000.00          | $1.99              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 6.6900%  | 0.0000% | $125000.00         | $1056.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 3.5000%  | 0.0000% | $9000.00           | $2.91              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $24000.00          | $16.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $200000.00         | $87.23             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $59000.00          | $31.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $850000.00         | $1160.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $7081342.00        | $4744.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $400000.00         | $269.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 3.5000%  | 0.0000% | $11000.00          | $16.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $853.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $421.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $39000.00          | $1382.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $937815.00         | $1468.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $1836.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $2393.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-05-01      | 3.5000%  | 0.0000% | $95000.00          | $209.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $40000.00          | $2540.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $63000.00          | $1905.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 4.0000%  | 0.0000% | $1060000.00        | $3508.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 3.5000%  | 0.0000% | $168868.00         | $391.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $1176.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $24000.00          | $180.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $16000.00          | $263.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $1150000.00        | $4091.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.0000%  | 0.0000% | $248892.00         | $7.90              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $1821.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4445.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $11000.00          | $529.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $72000.00          | $2798.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 4.0000%  | 0.0000% | $300000.00         | $27.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $2197.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $40.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $195.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $762.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $215.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $100000.00         | $237.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $10.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $765000.00         | $91.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 2.5000%  | 0.0000% | $30000.00          | $887.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $490.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $4.42              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $36.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $3.79              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $12000.00          | $822.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $42000.00          | $1879.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $106000.00         | $942.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $97.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $0.97              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $44.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 3.5000%  | 0.0000% | $18000.00          | $901.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 3.0000%  | 0.0000% | $75000.00          | $4664.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $3012.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $8000.00           | $618.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $3000.00           | $194.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $1.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $21.97             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $97.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 3.5000%  | 0.0000% | $440000.00         | $2010.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $24000.00          | $233.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $37000.00          | $3477.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.0000%  | 0.0000% | $500000.00         | $1304.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 2.5000%  | 0.0000% | $18000.00          | $1826.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $151.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $3037.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 2.5000%  | 0.0000% | $7000.00           | $1076.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $541.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $10000.00          | $797.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $20000.00          | $2034.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $2.37              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $12000.00          | $828.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $16000.00          | $1023.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 3.5000%  | 0.0000% | $6000.00           | $636.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.0000%  | 0.0000% | $3250000.00        | $4147.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 3.5000%  | 0.0000% | $10475.00          | $64.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1077.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $19000.00          | $348.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $70000.00          | $473.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $3809.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $4539.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $11000.00          | $358.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.5000%  | 0.0000% | $41000.00          | $1848.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2390.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $30.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $3000.00           | $96.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $28000.00          | $1052.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $12000.00          | $843.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $3038.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $2036.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $31000.00          | $2022.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1115.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $2829.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $156.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 2.5000%  | 0.0000% | $3000.00           | $226.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $26000.00          | $3088.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $91.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2126.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4282.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2429.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $9000.00           | $761.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $2000.00           | $187.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 2.5000%  | 0.0000% | $20000.00          | $2790.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2058.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $4000.00           | $614.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1726.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1192.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3939.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $6000.00           | $663.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $255.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $20000.00          | $745.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 3.5000%  | 0.0000% | $22000.00          | $741.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 3.5000%  | 0.0000% | $40000.00          | $1857.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $55000.00          | $3017.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $62000.00          | $2357.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $242000.00         | $4982.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $25000.00          | $955.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $213.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $8000.00           | $439.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $27000.00          | $97.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 4.5000%  | 0.0000% | $16000.00          | $1928.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $13000.00          | $1087.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $86.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $86000.00          | $871.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $19.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $4000.00           | $496.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 6.5180%  | 0.0000% | $126000.00         | $1562.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $277.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $3895.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $5000.00           | $284.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $14000.00          | $1474.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $37.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $872.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2179.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $993.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.8340%  | 0.0000% | $325000.00         | $449.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-25      | 4.5363%  | 0.0000% | $100000.00         | $1579.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-02-01      | 5.9350%  | 0.0000% | $4600000.00        | $4894.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 6.0750%  | 0.0000% | $2000000.00        | $4994.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $250000.00         | $375.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.2400%  | 0.0000% | $170000.00         | $1254.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.4880%  | 0.0000% | $90000.00          | $415.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1087.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 7.5000%  | 0.0000% | $1300000.00        | $83.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2063.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.4340%  | 0.0000% | $75000.00          | $698.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $1702.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.3750%  | 0.0000% | $2000000.00        | $1825.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $3890.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.1180%  | 0.0000% | $600000.00         | $3880.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 6.1120%  | 0.0000% | $300000.00         | $3739.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.3080%  | 0.0000% | $1000000.00        | $4847.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2460%  | 0.0000% | $300000.00         | $2606.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $1026.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.2380%  | 0.0000% | $260000.00         | $1913.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $148.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 7.5000%  | 0.0000% | $815244.00         | $2193.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 6.1940%  | 0.0000% | $350000.00         | $3564.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.3130%  | 0.0000% | $100000.00         | $2050.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $926.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $642.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3660.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1233.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.1530%  | 0.0000% | $10000.00          | $191.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1283.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.9080%  | 0.0000% | $200000.00         | $1566.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.9270%  | 0.0000% | $368000.00         | $2898.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0590%  | 0.0000% | $175000.00         | $1050.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $148.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $16000.00          | $17.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $10000.00          | $563.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1161.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 6.3550%  | 0.0000% | $20000.00          | $1637.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1130.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $291.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 6.3100%  | 0.0000% | $10000.00          | $699.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.3500%  | 0.0000% | $30000.00          | $2596.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $611.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $307.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $5000.00           | $1433.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $27467.00          | $2343.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $32317.00          | $4542.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $31411.00          | $4797.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $25358.00          | $2581.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $25468.00          | $1433.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $50464.00          | $2765.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $272.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $66.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27468.00          | $2342.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 2.5000%  | 0.0000% | $26000.00          | $4223.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $40000.00          | $2319.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1295.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 2.5000%  | 0.0000% | $3000.00           | $487.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.5000%  | 0.0000% | $18000.00          | $2820.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 2.5000%  | 0.0000% | $20000.00          | $1832.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $13000.00          | $3131.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1051.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1142.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $6000.00           | $566.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $15000.00          | $183.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $52.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $265.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $15000.00          | $2620.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1307.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.4720%  | 0.0000% | $1000.00           | $157.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 6.6240%  | 0.0000% | $1000.00           | $394.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $39612.00          | $2787.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $4000.00           | $321.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27467.00          | $4760.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2706.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $258.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $189.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1861.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $795.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4488.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1542.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1305.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $262.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $31344.00          | $2380.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $1618.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27077.00          | $2840.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $533.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1261.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $4000.00           | $565.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $10000.00          | $4857.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $5000.00           | $2477.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2500.00           | $1344.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $6000.00           | $3772.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $740.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $737.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $7000.00           | $4702.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1397.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $7000.00           | $3938.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $743.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1468.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $927.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $666.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 2.5000%  | 0.0000% | $21000.00          | $4183.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-06-01      | 2.5000%  | 0.0000% | $24000.00          | $4387.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $55.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1025.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $267.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $21.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $40.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $117.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $10000.00          | $2208.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $241000.00         | $1311.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $13000.00          | $4118.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $5000.00           | $842.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $471.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1899.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.5000%  | 0.0000% | $9000.00           | $2441.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $15.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1489.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3573.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $14000.00          | $2103.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1168.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1809.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $757.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2393.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 3.5000%  | 0.0000% | $2000.00           | $756.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $198.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $4000.00           | $2030.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $655.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1351.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1071.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $335.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1348.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $487.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3110.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3835.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1436.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $763.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1676.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4236.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $951.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.4170%  | 0.0000% | $20000.00          | $182.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 6.0460%  | 0.0000% | $66000.00          | $809.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.3840%  | 0.0000% | $251000.00         | $2618.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $714.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2101.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1528.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $57.56             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $410.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $28000.00          | $226.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $11000.00          | $29.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1879.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $574.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.8940%  | 0.0000% | $1055000.00        | $4427.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $685.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $177.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1800.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 7.0000%  | 0.0000% | $130501.00         | $364.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 5.5000%  | 0.0000% | $92000.00          | $2384.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 5.7340%  | 0.0000% | $250000.00         | $1187.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $426.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3071.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $776.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $370000.00         | $1498.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $38000.00          | $297.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $1018.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $832.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $192.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3509.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $4380.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $70000.00          | $1115.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2460.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $174.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $22000.00          | $270.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $2063.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $122000.00         | $1605.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $267.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $246.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $5000.00           | $59.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $25000.00          | $595.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $1760000.00        | $1123.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $8000.00           | $100.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 2.5000%  | 0.0000% | $25000.00          | $509.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $25000.00          | $816.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $30873.00          | $4770.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $129000.00         | $2520.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $2343.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2407.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $70.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $25000.00          | $45.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $97.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $2000.00           | $23.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $20000.00          | $1701.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $24000.00          | $2686.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $3994.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $24000.00          | $969.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $16000.00          | $2410.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 3.5000%  | 0.0000% | $175000.00         | $2092.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4248.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $107.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $3000.00           | $225.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $28000.00          | $2096.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.5000%  | 0.0000% | $40000.00          | $2770.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $152.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $4000.00           | $620.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $531.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 3.5000%  | 0.0000% | $15000.00          | $1054.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $3000.00           | $328.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $3000.00           | $84.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $2000.00           | $461.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $5000.00           | $531.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $41000.00          | $4398.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $8000.00           | $765.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $93.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $13000.00          | $450.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $173.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $3000.00           | $478.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $119.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $11131.00          | $1206.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $128.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $121.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $17000.00          | $2663.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $117.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $30000.00          | $3661.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $3000.00           | $445.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $7000.00           | $730.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 3.5000%  | 0.0000% | $23000.00          | $1212.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $2000.00           | $183.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1058.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $884.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3559.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2430.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1511.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $14000.00          | $1314.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $7000.00           | $520.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $21000.00          | $1543.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3051.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.5000%  | 0.0000% | $40000.00          | $2800.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $34000.00          | $2942.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2489.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $7000.00           | $673.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1720.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $106.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $96.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $16000.00          | $1824.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2698.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $38000.00          | $4613.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $39000.00          | $4930.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $335.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $4000.00           | $633.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3154.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $903.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $1940.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1366.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $328.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $22000.00          | $4377.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $571.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1943.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2629.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $310.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4842.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $456.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1637.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1397.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $878.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $4100.00           | $2723.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1947.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $527.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $6000.00           | $4657.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $782.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1668.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1687.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1739.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3678.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $916.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $1000.00           | $897.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1837.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $943.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $11.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $903.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $195.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $90000.00          | $2234.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 3.5000%  | 0.0000% | $8000.00           | $485.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $64000.00          | $1585.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-25      | 3.5000%  | 0.0000% | $42000.00          | $0.07              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3607.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $166.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 6.5650%  | 0.0000% | $129000.00         | $636.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.4850%  | 0.0000% | $257000.00         | $3176.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $68000.00          | $3371.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $45.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 7.0000%  | 0.0000% | $3049.00           | $3160.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $500000.00         | $4113.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $826.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 2.0500%  | 0.0000% | $62000.00          | $3060.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.5000%  | 0.0000% | $218938112.00      | $217418825.60      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1250%  | 0.0000% | $200000000.00      | $116840268.59      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1489%  | 0.0000% | $254919954.00      | $240929783.94      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.8989%  | 0.0000% | $191773000.00      | $189845665.93      | Agency Collateralized Mortgage Obligation |

### Security 103: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.150000%
- **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: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **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          | 2032-07-01      | 6.5000%  | 0.0000% | $21631.00          | $295.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 6.4570%  | 0.0000% | $2473188.00        | $1496403.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.7530%  | 0.0000% | $34314.00          | $29863.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.3900%  | 0.0000% | $246721.00         | $42.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 7.0000%  | 0.0000% | $12470.00          | $138.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $2368.00           | $83.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 8.0000%  | 0.0000% | $1008.00           | $36.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $35167.00          | $4168.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 3.0000%  | 0.0000% | $1039.00           | $85.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.3870%  | 0.0000% | $4512067.00        | $30275.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.4610%  | 0.0000% | $17199983.00       | $299630.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 4.5000%  | 0.0000% | $6720.00           | $401.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 6.6500%  | 0.0000% | $1010.00           | $0.07              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 6.5290%  | 0.0000% | $19603584.00       | $1240179.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Banks                  | 2036-02-25      | 2.0000%  | 0.0000% | $1720000.00        | $1380311.47        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 6.0000%  | 0.0000% | $1088.00           | $15.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 5.0000%  | 0.0000% | $4989428.00        | $117167.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 4.5000%  | 0.0000% | $2707748.00        | $106627.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-12-01      | 4.5000%  | 0.0000% | $209000.00         | $17272.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1.30              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $1012.00           | $91.70             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $179981.00         | $51235.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $2003.00           | $549.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.5000%  | 0.0000% | $100612.00         | $10932.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 4.5000%  | 0.0000% | $1003.00           | $155.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 5.0000%  | 0.0000% | $1205046.00        | $321542.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-03-01      | 2.5000%  | 0.0000% | $1004.00           | $10.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 3.5000%  | 0.0000% | $1008.00           | $124.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 3.0000%  | 0.0000% | $1000.00           | $147.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 2.5000%  | 0.0000% | $585000.00         | $90110.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1000.00           | $193.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1001.00           | $221.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $87.57             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 5.0000%  | 0.0000% | $654076.00         | $5879.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $1012.00           | $1.50              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-01-01      | 5.5000%  | 0.0000% | $13344780.00       | $90284.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1007.00           | $111.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-10-01      | 4.0000%  | 0.0000% | $648569.00         | $44802.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.5000%  | 0.0000% | $1008.00           | $80.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $149.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $136690.00         | $27007.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1029.00           | $203.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $199.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $234119.00         | $16776.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $93.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1980886.00        | $289029.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $71.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $37989.00          | $4917.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 4.0000%  | 0.0000% | $23000.00          | $13548.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $703.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $251514.00         | $138823.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $637.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $302137.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $785.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $777.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $784.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $40000.00          | $30211.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $956560.00         | $700075.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $24633.00          | $17555.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1560.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $767.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $772.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $792.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $796942.00         | $530729.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $9900270.00        | $6907463.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $1007.00           | $857.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1002.00           | $831.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.0000%  | 0.0000% | $46070.00          | $34597.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $705.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $104000.00         | $76181.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1004.00           | $869.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $39000.00          | $31038.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $778.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $321037.00         | $266393.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $826.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $9000.00           | $8229.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $43999.00          | $37374.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $357003.00         | $53491.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 2.5000%  | 0.0000% | $54999.00          | $13516.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1001.00           | $343.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $624.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $34000.00          | $27185.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $822534.00         | $467708.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $614.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2001.00           | $1274.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $651.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2046.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $789000.00         | $620195.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $2606852.00        | $2034057.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $772.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $57000.00          | $43351.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $43006.00          | $34069.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $2001.00           | $1619.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.0000%  | 0.0000% | $1436827.00        | $1160111.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $842354.00         | $655564.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $134781.00         | $112022.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 3.0000%  | 0.0000% | $1000.00           | $769.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $557234.00         | $456692.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $441894.00         | $366466.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1003.00           | $748.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 4.0000%  | 0.0000% | $219000.00         | $189983.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1005.00           | $691.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $915.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $872.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $9034018.00        | $7856810.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 3.5000%  | 0.0000% | $1111.00           | $845.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 3.7900%  | 0.0000% | $24170.00          | $23281.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $2565721.00        | $418260.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1005.00           | $178.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1024.00           | $259.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $2064492.00        | $1121001.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $876.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $2438000.00        | $1546612.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $482186.00         | $307477.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $679.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $892721.00         | $629429.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1294.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1314.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $750.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $748.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1118231.00        | $800369.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $674.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $783.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $807.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $795.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $162000.00         | $142608.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $808.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $794.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $783.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $25362848.00       | $21130820.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1709276.00        | $1256268.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $274347.00         | $275942.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1903.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $122252.00         | $90629.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $993.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1987.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1301284.00        | $1330135.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.5000%  | 0.0000% | $2002.00           | $1743.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $413998.00         | $220069.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $231.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1024.00           | $332.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $449.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $79000.00          | $45350.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $216573.00         | $131658.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $52685377.00       | $34728266.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $5156661.00        | $3815901.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1002.00           | $553.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $4271065.00        | $3464705.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $6112220.00        | $4948156.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1001.00           | $837.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $823.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $928.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1853384.00        | $1535522.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | 0.0000% | $1001.00           | $826.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.4500%  | 0.0000% | $7736.00           | $1.01              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $5000.00           | $3995.36           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $150.00            | $0.02              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-25      | 2.4143%  | 0.0000% | $247386.00         | $174670.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-25      | 5.1718%  | 0.0000% | $32027253.00       | $22859446.04       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $12356199.00       | $12573123.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $1425579.00        | $1397230.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $3570539.00        | $3667089.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-25      | 5.5218%  | 0.0000% | $2114.00           | $1787.98           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $26088455.00       | $24355754.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1010.00           | $1026.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 5.5000%  | 0.0000% | $18804960.00       | $17391917.94       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $687489.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.5000%  | 0.0000% | $1000000.00        | $822000.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $7617.00           | $1231.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1976124.00        | $1466671.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-04-25      | 2.8960%  | 0.0000% | $3941.00           | $53.54             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-10-25      | 2.8910%  | 0.0000% | $4998734.00        | $613622.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-01-25      | 3.6000%  | 0.0000% | $170000.00         | $169737.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-04-25      | 3.7500%  | 0.0000% | $1670000.00        | $1626739.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $7127.00           | $1647.98           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $31080.00          | $30220.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-01-25      | 3.6000%  | 0.0000% | $275489.00         | $274098.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $1933.00           | $1773.59           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 2.3610%  | 0.0000% | $24717217.00       | $20391821.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-02-25      | 3.4650%  | 0.0000% | $459538.00         | $449481.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 6.0000%  | 0.0000% | $717050.00         | $747145.31         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.8500%  | 0.0000% | $3417072.00        | $3514344.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $176948.00         | $182992.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $2361.00           | $2454.38           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 5.0000%  | 0.0000% | $18457729.00       | $16647340.45       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 5.5000%  | 0.0000% | $14288434.00       | $13206207.02       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $7569584.00        | $7552566.41        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $2924959.00        | $2656729.90        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-08-25      | 5.0000%  | 0.0000% | $5806917.00        | $5820831.25        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2040-04-01      | 5.8400%  | 0.0000% | $750000.00         | $625211.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $4057608.00        | $1347882.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.4230%  | 0.0000% | $31248358.00       | $629126.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 6.3840%  | 0.0000% | $12720000.00       | $667973.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $1062000.00        | $120487.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | 0.0000% | $1211000.00        | $242936.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 6.2120%  | 0.0000% | $2854958.00        | $210789.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $2999776.00        | $687252.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $174125.00         | $32983.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $237257.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.3950%  | 0.0000% | $1422.00           | $6.70              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $1001.00           | $207.29            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-01      | 5.1770%  | 0.0000% | $7036667.00        | $33653.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 5.5000%  | 0.0000% | $76995000.00       | $553120.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 5.0000%  | 0.0000% | $13890000.00       | $356006.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $2679850.00        | $6237.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.0000%  | 0.0000% | $1002263.00        | $15582.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.8410%  | 0.0000% | $1700000.00        | $5990.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $155134.00         | $166172.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $4671832.00        | $4398833.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $739288.00         | $626651.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $5053010.00        | $5197575.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $479789.00         | $435266.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2696112.00        | $2737027.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $196556.00         | $196693.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1033746.00        | $978270.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $6523216.00        | $6823076.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $481283.00         | $509487.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1909615.00        | $2011917.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $5022.00           | $5201.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $5328840.00        | $5454920.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2360862.00        | $2460128.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 7.0000%  | 0.0000% | $309214.00         | $327054.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $4961900.00        | $5093693.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.0000%  | 0.0000% | $68598.00          | $5344.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $50000.00          | $10849.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.0000%  | 0.0000% | $19051.00          | $5540.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $130000.00         | $37918.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $2614960.00        | $656661.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 5.8770%  | 0.0000% | $1783.00           | $439.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $905000.00         | $164384.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9690%  | 0.0000% | $21388764.00       | $16790429.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.5480%  | 0.0000% | $2876253.00        | $2673712.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $790000.00         | $93261.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3999000.00        | $729192.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $97000.00          | $28659.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $160000.00         | $57799.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.6250%  | 0.0000% | $5223.00           | $3701.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 2.0700%  | 0.0000% | $36147.00          | $30737.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $13000.00          | $8707.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0510%  | 0.0000% | $1867718.00        | $1331624.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $4314913.00        | $3115936.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $2685364.00        | $2556017.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.7850%  | 0.0000% | $6511770.00        | $3532643.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $56549.00          | $40318.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 7.0000%  | 0.0000% | $1515620.00        | $1248459.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1742302.00        | $1393572.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.5000%  | 0.0000% | $1014525.00        | $1084409.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.2500%  | 0.0000% | $402791.00         | $427537.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $27493573.00       | $27699939.76       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.5450%  | 0.0000% | $5116485.00        | $5243413.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 5.2800%  | 0.0000% | $2934000.00        | $3092432.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $59000.00          | $17119.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $2983000.00        | $342628.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $399000.00         | $72398.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $502967.00         | $90134.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $4261712.00        | $2025683.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1511000.00        | $694249.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $11458624.00       | $6163299.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $3772613.00        | $2374471.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25666.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $94000.00          | $67363.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $27445960.00       | $20502741.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $12000.00          | $9064.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $35480960.00       | $28987700.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $5925582.00        | $5044821.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7080224.00        | $5639138.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $18530816.00       | $16297900.95       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 2.0000%  | 0.0000% | $2065026.00        | $1627745.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $11638160.00       | $10398999.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $847000.00         | $463748.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $11662144.00       | $1528819.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $60350.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $300000.00         | $154501.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $39000.00          | $25564.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $102000.00         | $62189.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $300000.00         | $170613.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $20000.00          | $14230.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $495000.00         | $343407.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $13144832.00       | $10378068.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $100000.00         | $73621.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $8899367.00        | $6573251.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $83323.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $877531.00         | $677313.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $26999.00          | $23506.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1482164.00        | $1301887.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $5109000.00        | $3410065.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $40000.00          | $32181.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $769529.00         | $646619.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $122997.00         | $94147.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $11430936.00       | $63417.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 6.5000%  | 0.0000% | $2515276.00        | $22175.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.0000%  | 0.0000% | $35000.00          | $5346.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 6.5000%  | 0.0000% | $1495000.00        | $41761.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.2450%  | 0.0000% | $615000.00         | $19996.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1210574.00        | $31272.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $294480.00         | $60220.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $16161856.00       | $10256486.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $4261151.00        | $2744632.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $152115.00         | $74135.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $2995068.00        | $2215892.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $61007.00          | $50528.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $32001.00          | $13790.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $60000.00          | $44027.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $88690.00          | $69696.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $65000.00          | $53951.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $14994.00          | $11885.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $38000.00          | $35324.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $2184354.00        | $2071481.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $41378.00          | $41535.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100003.00         | $10149.27          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1002.00           | $637.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $849769.00         | $751058.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $866.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $928.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1845.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $53927360.00       | $47419836.91       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $4858030.00        | $4817400.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $244626.00         | $250303.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1014160.00        | $981785.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2029.00           | $1982.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2075228.00        | $1972062.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $841.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $15962.00          | $14598.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1571975.00        | $1593007.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $25240.00          | $23876.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $964.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $92343.00          | $92147.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $4377777.00        | $4439254.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $932.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $4880706.00        | $4997086.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $965.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $62756.00          | $63818.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1400400.00        | $1422761.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2024.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $13839899.00       | $13619268.50       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1282848.00        | $1268271.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3749011.00        | $3742575.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $13186728.00       | $12672091.39       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1005169.00        | $998184.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1075460.00        | $1121988.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $7999.00           | $8350.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $9000.00           | $9396.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $20047328.00       | $18766716.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $714.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $6136214.00        | $5651469.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $11312.00          | $11622.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $835.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1015.00           | $1052.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $5109888.00        | $5202943.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $2382875.00        | $2488504.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1861614.00        | $1829247.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $2003.00           | $1796.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $17895.00          | $17812.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $11362.00          | $11706.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $2080700.00        | $2197338.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $5235.00           | $5381.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $10775552.00       | $11017441.48       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $64285.00          | $67247.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $4114.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $5679.00           | $5443.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $270233.00         | $283972.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $954.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $10407.00          | $10561.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2080.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $7564502.00        | $7613152.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $8446184.00        | $8828886.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1035.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1966.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $2024.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1017.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $985.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $184711.00         | $186077.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1018.00           | $886.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $846.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $5763580.00        | $5586184.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $863.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $3058229.00        | $2985585.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $16811912.00       | $14951210.17       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $6301.00           | $6313.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2103450.00        | $2153080.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $526052.00         | $402862.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $862.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $919.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $890.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $922.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $25393000.00       | $24446588.34       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $7234128.00        | $7261945.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 4.5000%  | 0.0000% | $1025.00           | $988.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $1062.00           | $941.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $350973.00         | $342715.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $2001.00           | $1960.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $530412.00         | $536541.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $419468.00         | $437425.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1926.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $7320487.00        | $7401136.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 6.2500%  | 0.0000% | $10453.00          | $216.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.7500%  | 0.0000% | $2735.00           | $165.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1006.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $294555.00         | $303094.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $5141354.00        | $5208325.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2326840.00        | $2300641.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $2008.00           | $1976.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-10-15      | 5.9600%  | 0.0000% | $4600234.00        | $4953860.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $769132.00         | $733666.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1303.00           | $1162.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $26149.00          | $1321.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $103929.00         | $4024.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $8693.00           | $320.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $4325033.00        | $45929.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1114.00           | $6.92              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $10867475.00       | $34704.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $5523465.00        | $24288.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 5.8750%  | 0.0000% | $2593.00           | $93.48             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-20      | 5.3750%  | 0.0000% | $2634.00           | $22.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $812223.00         | $41132.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $5107.00           | $277.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $195181.00         | $13751.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $66088.00          | $8502.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $8144.00           | $495.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $3000.00           | $293.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $766406.00         | $211062.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 5.2320%  | 0.0000% | $1010.00           | $253.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $592.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.4020%  | 0.0000% | $18359.00          | $12840.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $8146.00           | $428.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.6489%  | 0.0000% | $78760611.00       | $78249506.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $48575732.00       | $48462605.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.1789%  | 0.0000% | $26444635.00       | $26440305.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0989%  | 0.0000% | $9739998.00        | $6228726.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $14024983.00       | $13913623.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.2489%  | 0.0000% | $83488.00          | $83577.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $2984093.00        | $1410686.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $166386994.00      | $97991753.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16940700.00       | $10623291.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $6325100.00        | $4015152.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.1289%  | 0.0000% | $8591718.00        | $5369090.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.9989%  | 0.0000% | $633401.00         | $414473.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1237818.00        | $856186.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.3989%  | 0.0000% | $1844974.00        | $1372577.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0489%  | 0.0000% | $11447780.00       | $8784352.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.9789%  | 0.0000% | $2249221.00        | $1539994.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $19043356.00       | $10769159.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0489%  | 0.0000% | $7495014.00        | $5662778.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $8937951.00        | $6621482.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.5000%  | 0.0000% | $8701742.00        | $4524599.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0489%  | 0.0000% | $7718200.00        | $6785984.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.2489%  | 0.0000% | $67611340.00       | $49343471.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0989%  | 0.0000% | $12471421.00       | $5394364.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.4989%  | 0.0000% | $1611558.00        | $537536.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.3989%  | 0.0000% | $47348195.00       | $16198554.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.3489%  | 0.0000% | $328192.00         | $155050.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $28750400.00       | $29198992.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5750960.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2838%  | 0.0000% | $1166000.00        | $1009040.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $9039904.00        | $9301636.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.2989%  | 0.0000% | $30373145.00       | $15386924.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3989%  | 0.0000% | $462756.00         | $257221.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3489%  | 0.0000% | $6201998.00        | $3445624.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1989%  | 0.0000% | $16102.00          | $12742.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1589%  | 0.0000% | $49009179.00       | $37624180.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.1989%  | 0.0000% | $11190644.00       | $8315876.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1989%  | 0.0000% | $2285985.00        | $1681950.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0489%  | 0.0000% | $2026579.00        | $1756235.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2089%  | 0.0000% | $5276708.00        | $3522396.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.2489%  | 0.0000% | $10561900.00       | $9736653.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9489%  | 0.0000% | $6272375.00        | $4163237.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0989%  | 0.0000% | $647366.00         | $565238.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4489%  | 0.0000% | $18998702.00       | $17295028.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3989%  | 0.0000% | $2497800.00        | $2418119.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.8489%  | 0.0000% | $63207882.00       | $62511600.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.8989%  | 0.0000% | $29500241.00       | $29473315.79       | Agency Collateralized Mortgage Obligation |

### Security 104: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAT1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $52990200.00       | $43676925.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $261707600.00      | $263777945.69      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $481301600.00      | $489078104.29      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $218224000.00      | $223467102.87      | U.S. Treasuries (including strips) |

### Security 105: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $56053400.00       | $32220242.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $16729400.00       | $15803377.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $74991000.00       | $76737257.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-09-30      | 3.8750%  | 0.0000% | $631536000.00      | $640239138.63      | U.S. Treasuries (including strips) |

### Security 106: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAG24, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAG24
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $10100.00          | $10012.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-03      | 0.0000%  | 0.0000% | $4314500.00        | $4198310.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-30      | 0.0000%  | 0.0000% | $999700.00         | $996251.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-02      | 0.0000%  | 0.0000% | $668000.00         | $659436.24         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-09      | 0.0000%  | 0.0000% | $377000.00         | $371914.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-10      | 0.0000%  | 0.0000% | $1193000.00        | $1183873.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-03      | 0.0000%  | 0.0000% | $2168200.00        | $2146886.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $14900.00          | $15920.69          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $335873500.00      | $458855177.08      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $147000.00         | $139947.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $527000.00         | $546969.13         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $474723200.00      | $494775313.41      | U.S. Treasuries (including strips) |

### Security 107: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.980000%
- **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: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.7530%  | 0.0000% | $2772.00           | $2412.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 6.3570%  | 0.0000% | $51039.00          | $42196.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.7500%  | 0.0000% | $9633472.00        | $5236.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.6130%  | 0.0000% | $48009.00          | $72.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.4000%  | 0.0000% | $21212448.00       | $324719.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 6.4990%  | 0.0000% | $35407866.00       | $203186.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.9010%  | 0.0000% | $11894.00          | $119.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 6.2450%  | 0.0000% | $3149.00           | $40.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.1850%  | 0.0000% | $3257993.00        | $6534.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 6.3650%  | 0.0000% | $3005848.00        | $40939.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 7.0750%  | 0.0000% | $5737642.00        | $69749.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 2.5000%  | 0.0000% | $1000.00           | $170.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 6.1650%  | 0.0000% | $7072048.00        | $251826.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.5630%  | 0.0000% | $1288.00           | $40.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 6.5490%  | 0.0000% | $330394.00         | $16027.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.2640%  | 0.0000% | $43024.00          | $976.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $19.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 7.0000%  | 0.0000% | $1000.00           | $3.97              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $7516184.00        | $33120.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $1000.00           | $54.72             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $35.55             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $306.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $160.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $138.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $121.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-06-01      | 4.0000%  | 0.0000% | $1000.00           | $136.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $187.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $183.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $253.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $167.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $205.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-05-01      | 3.0000%  | 0.0000% | $49000.00          | $5725.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $123.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $27788803.00       | $5364605.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1066.00           | $235.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $2016.00           | $100.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $108.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1005.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1416.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2339.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $909650.00         | $74.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $467.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3300.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $96.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $37.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $225.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $57.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2157.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $427.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $637.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $2503.00           | $42.77             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1598.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $176.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1152.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1372.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1524.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $11862.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3183.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $193.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $217.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $591.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5000%  | 0.0000% | $2493988.00        | $18042.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $701.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $36.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $1886.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $62.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3760.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $1113991.00        | $22598.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $264352.00         | $2642.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1355.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $227.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4162.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1029.00           | $114.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $714.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $1647.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $3771.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 7.0000%  | 0.0000% | $100370.00         | $3923.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $180.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 6.5000%  | 0.0000% | $1021.00           | $59.23             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1829.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1383.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $284.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $227595.00         | $17658.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2059.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $693.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $630416.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $511000.00         | $65431.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $200.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2158.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1630.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $112.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.71              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1109.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $583.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $42000.00          | $3258.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $118.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-04-01      | 4.0000%  | 0.0000% | $30000.00          | $2030.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $4581.00           | $626.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $444.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $164.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $413.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $5000.00           | $506.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 2.5000%  | 0.0000% | $2000.00           | $504.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $253.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10348.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $155.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $15006.00          | $2379.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1249.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.0000%  | 0.0000% | $10023.00          | $1021.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $5113057.00        | $919367.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 2.5000%  | 0.0000% | $105000.00         | $29770.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $785.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2801.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $115.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $2990.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $114.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $98.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.5000%  | 0.0000% | $1146.00           | $96.77             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2147.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $586.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 4.0000%  | 0.0000% | $2994.00           | $497.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1537.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-04-01      | 2.5000%  | 0.0000% | $3890.00           | $321.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $93.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $7000.00           | $865.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $89.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $10843.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $1874.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2805.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2325.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2315.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $464.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $854.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $1316.00           | $135.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2693.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1085.00           | $126.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $279.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4701.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2056.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1071.00           | $189.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.5000%  | 0.0000% | $23001.00          | $4169.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1476849.00        | $291433.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1313.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $265.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $427.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $710.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $251.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $322000.00         | $93354.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $71.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $727.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $1002.00           | $77.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $207.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $103.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $416.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2695.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $530.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $986.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $269.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 3.0000%  | 0.0000% | $98000.00          | $27357.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $1010.00           | $250.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $507000.00         | $35749.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15142532.00       | $919810.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $639.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $5021.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $242.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $764.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $486.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1248.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-15      | 4.0000%  | 0.0000% | $1024.00           | $874.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $4006.00           | $3577.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1166.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $426.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2494.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2086.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 3.5000%  | 0.0000% | $104000.00         | $21789.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3588.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 3.5000%  | 0.0000% | $20000.00          | $12170.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $2904.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $810.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $142027.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $638.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $518000.00         | $341063.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $581.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $11396.00          | $6290.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1285.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.5000%  | 0.0000% | $1988778.00        | $955011.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1313.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $9071.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 3.5000%  | 0.0000% | $100000.00         | $39424.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3681.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $8049672.00        | $5131299.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $290000.00         | $167480.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $535.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $580.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1264.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $826.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $756.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1554.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $727.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $689.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1420.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1412.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $755.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $714.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $239276.00         | $184114.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $825.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2057.00           | $1475.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1407.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1561.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1379.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3185.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1370.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.5000%  | 0.0000% | $13000.00          | $10065.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $773.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1555.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2214.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $6800000.00        | $5326451.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1652.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $802.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $697.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $754.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $10110.00          | $8242.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $222245.00         | $184436.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $732.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $63353.00          | $50185.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2292.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $13996.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1194855.00        | $1023178.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1727.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 3.0000%  | 0.0000% | $33000.00          | $25845.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1568.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $800.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $236378.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $155410.00         | $128957.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $884.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $893835.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1024.00           | $846.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1083.00           | $979.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $13535.00          | $12376.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $932.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $271.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.5000%  | 0.0000% | $1001.00           | $106.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $205.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $7781.00           | $793.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $656.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $225275.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1131.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $525.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $145.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.5000%  | 0.0000% | $97000.00          | $19647.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $250.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $686.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $3047.00           | $837.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1560.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1004.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $4000.00           | $1466.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $471.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $1008.00           | $481.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $30456.00          | $24128.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2846.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 3.0000%  | 0.0000% | $223990.00         | $80664.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2710.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $622.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $21001.00          | $12664.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $62000.00          | $36088.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1890.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3337.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $9000.00           | $5712.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1403044.00        | $873085.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1049.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $641.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1273.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1231.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12380.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $110002.00         | $77464.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 2.5000%  | 0.0000% | $96973.00          | $68407.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $780.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $17001.00          | $12315.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $170732.00         | $123867.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $739.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $77870.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $772.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2883.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $779.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $810.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $74829.00          | $57656.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3821.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $414504.00         | $344512.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $761.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1619.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3901.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $768.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.5000%  | 0.0000% | $26298.00          | $22052.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 4.5000%  | 0.0000% | $1017.00           | $873.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1692.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1026000.00        | $876250.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1737.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6709.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1259978.00        | $928115.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $4594000.00        | $3467733.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $772.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $791.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3693.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $22559.00          | $18852.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $32000.00          | $28291.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $945.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3800.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $841.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $58000.00          | $45532.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $796.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $839.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $2001.00           | $1613.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 1.2200%  | 0.0000% | $1560.00           | $1265.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5440776.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 5.1300%  | 0.0000% | $800000.00         | $829766.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $135.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $559.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $165.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1003.00           | $328.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $294.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $279750.00         | $111142.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $368.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $148000.00         | $76113.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $552.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $49000.00          | $25186.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $45999.00          | $23966.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $96000.00          | $48969.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $276.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $581.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1691.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1268.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $470.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $604.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.0000%  | 0.0000% | $590527.00         | $375355.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $619.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.5000%  | 0.0000% | $1085960.00        | $802386.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $198000.00         | $121146.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $647.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1072.00           | $784.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $657.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $100052.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4835.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $820.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $734.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $785.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1470.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1563.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1353780.00        | $993256.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $138636.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $465308.00         | $311037.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4392.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $777.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $667530.00         | $402630.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $814.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1567.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $2298.00           | $1805.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $2079281.00        | $1615942.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $705.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $49648.00          | $40124.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1535317.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1124946.00        | $1131715.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1591.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $637.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $727.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $814.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2242.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $819.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $703.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $948.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $783.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 4.5000%  | 0.0000% | $61000.00          | $49842.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1642.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1706.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1495.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3662.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $856.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $9287.00           | $2766.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $864.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $753941.00         | $505260.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $734.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $852.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1329253.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $909.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $2001.00           | $2004.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1006.00           | $805.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $19256.00          | $19367.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $3004.00           | $3043.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $733.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $993.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $14106026.00       | $13647765.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $871.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $657.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $876.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1063.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $378.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $2032.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $206998.00         | $75638.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $433.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $460.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1024.00           | $332.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $499.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $525850.00         | $283123.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3285.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2065.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $1002.00           | $521.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $528.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $704.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $557.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1110.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $588.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $2220334.00        | $1308238.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3603.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $7380942.00        | $5141731.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1465395.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $732.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $577.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $624.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1247.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.0000%  | 0.0000% | $683648.00         | $426076.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $3054.00           | $2169.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $432344.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4340.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $24787.00          | $15455.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $640.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2034.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $5059.00           | $3591.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $7001.00           | $4459.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $788.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $2142.00           | $1455.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1405.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $15800.00          | $11584.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1160120.00        | $1071614.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $2775520.00        | $1534090.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $80955.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1086174.00        | $868994.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1634.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $885.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2481.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $865.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $448.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $6192479.00        | $3428339.66        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 2.0000%  | 0.0000% | $82912018.00       | $7500719.50        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $928.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $986.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3313.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1819.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1517198.00        | $1529685.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1420206.00        | $1399119.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.3440%  | 0.0000% | $3601958.00        | $29816.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2600%  | 0.0000% | $13025274.00       | $5144.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 4.1980%  | 0.0000% | $252366656.00      | $149961.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.2710%  | 0.0000% | $1519.00           | $202.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-25      | 2.0000%  | 0.0000% | $2000000.00        | $120860.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 3.4927%  | 0.0000% | $1248999.00        | $82705.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-08-25      | 3.3715%  | 0.0000% | $565000.00         | $358823.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $129470.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 3.0000%  | 0.0000% | $1067969.00        | $907818.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 6.4945%  | 0.0000% | $1100000.00        | $97655.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $778.38            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0323%  | 0.0000% | $500000.00         | $327621.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $49000.00          | $40843.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 2.5000%  | 0.0000% | $5050000.00        | $242467.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.5000%  | 0.0000% | $123359.00         | $88647.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 2.0000%  | 0.0000% | $2515351.00        | $1603342.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-01-25      | 1.9920%  | 0.0000% | $510000.00         | $454733.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-25      | 5.1718%  | 0.0000% | $505580.00         | $360857.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $4155698.00        | $4228655.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $37664.00          | $38682.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-25      | 5.5218%  | 0.0000% | $28216.00          | $23864.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 5.5000%  | 0.0000% | $203360.00         | $188079.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-25      | 5.5000%  | 0.0000% | $3111114.00        | $3182204.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $139401.00         | $372.33            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2032-10-01      | 4.6530%  | 0.0000% | $15220000.00       | $18749.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $9921983.00        | $8587.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $489252.00         | $487694.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $4714580.00        | $2298680.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-05-15      | 3.0000%  | 0.0000% | $109039.00         | $91720.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $2177.00           | $2097.88           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $9448.00           | $1527.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $90952.00          | $90330.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $104830.00         | $24239.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $127902.00         | $117353.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $394396.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.8500%  | 0.0000% | $149128.00         | $153373.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $217937.00         | $226557.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-05-25      | 5.5000%  | 0.0000% | $6427000.00        | $2822694.65        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1456835.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $398666.00         | $464.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 4.6530%  | 0.0000% | $50771445.00       | $41223.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.8320%  | 0.0000% | $37338596.00       | $247259.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.6080%  | 0.0000% | $5855.00           | $44.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 6.2890%  | 0.0000% | $16058254.00       | $465574.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3840%  | 0.0000% | $2867.00           | $86.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 6.3800%  | 0.0000% | $302145.00         | $14327.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 6.5900%  | 0.0000% | $17208.00          | $845.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 6.5670%  | 0.0000% | $173000.00         | $8785.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 6.2940%  | 0.0000% | $7694000.00        | $405052.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.8200%  | 0.0000% | $56697.00          | $5167.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.4000%  | 0.0000% | $3499990.00        | $16628.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 1.9137%  | 0.0000% | $100788.00         | $1037.25           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-08-01      | 6.0390%  | 0.0000% | $27699.00          | $269.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2340%  | 0.0000% | $20034530.00       | $454851.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.3910%  | 0.0000% | $9999000.00        | $75878.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.2730%  | 0.0000% | $8765.00           | $75.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 6.6250%  | 0.0000% | $1993998.00        | $6828.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 6.3850%  | 0.0000% | $13957.00          | $43.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.2030%  | 0.0000% | $5000000.00        | $74314.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.2520%  | 0.0000% | $3401.00           | $44.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.3430%  | 0.0000% | $9999000.00        | $133149.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 5.5000%  | 0.0000% | $8631312.00        | $58748.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.7440%  | 0.0000% | $100001008.00      | $454166.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 6.4700%  | 0.0000% | $5212743.00        | $25548.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 5.9540%  | 0.0000% | $850000.00         | $13759.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.4690%  | 0.0000% | $62453621.00       | $523103.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1750%  | 0.0000% | $533105.00         | $4193.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.6650%  | 0.0000% | $14924941.00       | $271715.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5300%  | 0.0000% | $3454000.00        | $50368.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.7730%  | 0.0000% | $19668.00          | $143.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3647368.00        | $3768915.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $872153.00         | $901170.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $2165836.00        | $131325.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1456000.00        | $76554.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.0000%  | 0.0000% | $1712644.00        | $436399.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $2401000.00        | $343844.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $34000.00          | $5083.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $142998.00         | $38376.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $10932.00          | $9920.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $1277.00           | $1050.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.3370%  | 0.0000% | $5833788.00        | $1551762.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $10024.00          | $9343.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.5480%  | 0.0000% | $59594.00          | $55397.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.1110%  | 0.0000% | $22585735.00       | $22876121.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $40753.00          | $12151.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $840022.00         | $244150.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.9400%  | 0.0000% | $176688.00         | $176276.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $286614.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1599344.00        | $1045466.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2027350.00        | $2079259.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $570682.00         | $587323.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1049.00           | $1068.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 4.3400%  | 0.0000% | $2188680.00        | $2223401.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.9300%  | 0.0000% | $121890.00         | $127441.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $290000.00         | $136870.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $2823356.00        | $1342001.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $30000.00          | $12634.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1098638.00        | $634186.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1161498.00        | $682843.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $50000.00          | $31850.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $20493560.00       | $12576437.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $852961.00         | $652302.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $7068672.00        | $5707616.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1374840.00        | $1201859.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $12852640.00       | $13153610.85       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $104000.00         | $41387.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1843320.00        | $1461329.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 5.9500%  | 0.0000% | $28010241.00       | $59589.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $29191.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.3090%  | 0.0000% | $10500000.00       | $169486.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.3340%  | 0.0000% | $24977685.00       | $284912.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $272004.00         | $229144.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $23000.00          | $21411.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $82001.00          | $77441.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $835000.00         | $805480.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2054216.00        | $1985184.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.2790%  | 0.0000% | $6210673.00        | $268665.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $10148.96          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $100013.00         | $11140.32          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $875.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $9000.00           | $8375.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $979.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $201360.00         | $186161.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $286328.00         | $292113.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $14000.00          | $12937.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1815070.00        | $1636085.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5820.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $916.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1621.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $84116.00          | $69622.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $2001.00           | $1024.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $25795.00          | $24727.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2645294.00        | $1952787.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $24532.00          | $23938.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $922.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $17687.00          | $16790.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1013.00           | $992.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $18862.00          | $19299.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1014.00           | $867.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $853.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1001.00           | $842.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1008.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $5985408.00        | $6091239.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $914.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $6550794.00        | $6035359.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $2364500.00        | $2460115.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $974.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $71962.00          | $73144.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $825.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $42816.00          | $41873.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $484210.00         | $491939.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $5000.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $12694.00          | $12771.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $107906.00         | $109732.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $969.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $13003.00          | $13334.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $5230.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1416944.00        | $1195133.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 4.5000%  | 0.0000% | $2128251.00        | $2079112.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3008.00           | $2890.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $28000.00          | $27915.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1009521.00        | $1053883.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5220.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3899577.00        | $3970710.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1016.00           | $1048.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $51164.00          | $52869.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $969.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $969.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $6050.00           | $6318.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $226443.00         | $225399.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3469048.00        | $3574231.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2011032.00        | $2068551.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $717112.00         | $713663.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $958.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $957.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1966.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1012.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $2013.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $15449168.00       | $15782391.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $4085.00           | $3556.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $882.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $933.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $9567.00           | $9272.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $2364.00           | $2368.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1012.00           | $973.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1066.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.2500%  | 0.0000% | $19958.00          | $19806.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-25      | 2.0000%  | 0.0000% | $806672.00         | $94563.19          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1025.00           | $776.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $733.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $916.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $886.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $922.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $793461.00         | $746384.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $12477672.00       | $12343141.67       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1762.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $532251.00         | $459972.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $1000.00           | $886.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $528540.00         | $516104.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $979.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $963.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-15      | 2.5000%  | 0.0000% | $1464362.00        | $196656.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 5.3750%  | 0.0000% | $4661.00           | $61.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-20      | 4.6250%  | 0.0000% | $1090.00           | $41.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $180000.00         | $16894.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $79411.00          | $10169.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $6499936.00        | $4716415.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $671550.00         | $137276.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $12172622.00       | $4367553.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $25001800.00       | $25063758.49       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 3.5000%  | 0.0000% | $33465.00          | $32479.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $14509.00          | $14138.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.0000%  | 0.0000% | $7067349.00        | $7033708.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 4.7500%  | 0.0000% | $25677.00          | $84.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 6.5000%  | 0.0000% | $641848.00         | $16627.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.1789%  | 0.0000% | $14289119.00       | $14286779.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0989%  | 0.0000% | $1965671.00        | $1257046.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.4985%  | 0.0000% | $1550000.00        | $425532.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.7128%  | 0.0000% | $7508731.00        | $4299743.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $105784.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2289%  | 0.0000% | $55953272.00       | $37923121.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.9989%  | 0.0000% | $1137.00           | $744.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $834.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5235520.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.9989%  | 0.0000% | $1006.00           | $738.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0089%  | 0.0000% | $7855997.00        | $5786873.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0989%  | 0.0000% | $368129.00         | $152986.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $273337.00         | $154574.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0489%  | 0.0000% | $4666434.00        | $3525674.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $7203243.00        | $5336362.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $120463000.00      | $48511948.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0489%  | 0.0000% | $1464424.00        | $1287548.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1589%  | 0.0000% | $24211751.00       | $10397692.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $4536799.00        | $4751471.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.1189%  | 0.0000% | $9393169.00        | $7738438.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.0989%  | 0.0000% | $1480041.00        | $886833.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3989%  | 0.0000% | $1000.00           | $350.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.4989%  | 0.0000% | $1567401.00        | $522808.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5989%  | 0.0000% | $1461900.00        | $517861.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.1989%  | 0.0000% | $82225664.00       | $35933802.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.3989%  | 0.0000% | $743401.00         | $254329.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.2989%  | 0.0000% | $973287.00         | $427016.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $55635250.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33631315.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $80600068.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $74344140.00       | $76556324.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51469050.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $69129316.00       | $71074718.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $32229637.00       | $33162781.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51692925.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51515475.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.2989%  | 0.0000% | $7021371.00        | $3557000.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3989%  | 0.0000% | $6562991.00        | $3648020.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1989%  | 0.0000% | $29237093.00       | $23136647.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2089%  | 0.0000% | $45835.00          | $31801.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1589%  | 0.0000% | $14783.00          | $11348.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0989%  | 0.0000% | $10011456.00       | $8730686.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1989%  | 0.0000% | $5488204.00        | $4038036.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.6989%  | 0.0000% | $12806.00          | $9499.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2089%  | 0.0000% | $19625292.00       | $13100602.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9489%  | 0.0000% | $2560.00           | $1699.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.7489%  | 0.0000% | $46018066.00       | $33281762.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.9989%  | 0.0000% | $1000.00           | $860.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3989%  | 0.0000% | $38933055.00       | $37691077.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.8989%  | 0.0000% | $99503789.00       | $99134231.82       | Agency Collateralized Mortgage Obligation |

### Security 108: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $680000000.00
- **C.18.a - Value (excl. sponsor support):** $680000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2038-10-25      | 4.5746%  | 0.0000% | $6600000.00        | $3302597.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 2.0000%  | 0.0000% | $1500000.00        | $76606.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 3.0000%  | 0.0000% | $41000.00          | $3729.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $999988.00         | $273759.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.5000%  | 0.0000% | $579550.00         | $521399.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 3.0000%  | 0.0000% | $8224400.00        | $7156511.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 3.5000%  | 0.0000% | $16997000.00       | $4660886.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-01-25      | 2.3990%  | 0.0000% | $63240000.00       | $58151409.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5718%  | 0.0000% | $3485000.00        | $2632883.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 5.0218%  | 0.0000% | $44640000.00       | $42170800.83       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 5.5000%  | 0.0000% | $11500080.00       | $11569977.05       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 3.5000%  | 0.0000% | $4000000.00        | $899384.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2044-06-25      | 2.0000%  | 0.0000% | $222776.00         | $72049.06          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-06-25      | 2.5000%  | 0.0000% | $505000.00         | $349023.68         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 5.5000%  | 0.0000% | $955000.00         | $980800.28         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-05-25      | 5.2500%  | 0.0000% | $7611000.00        | $7559087.93        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 5.5000%  | 0.0000% | $6999.00           | $409.32            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-04-15      | 6.0000%  | 0.0000% | $3296940.00        | $401174.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-02-25      | 5.5000%  | 0.0000% | $2000000.00        | $364312.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-11-25      | 4.5000%  | 0.0000% | $6900000.00        | $154395.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.0000%  | 0.0000% | $2000000.00        | $1162466.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-20      | 4.7204%  | 0.0000% | $1572568.00        | $101.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 4.7354%  | 0.0000% | $1000000.00        | $87150.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 5.0994%  | 0.0000% | $3254000.00        | $1363421.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 2.5000%  | 0.0000% | $4100000.00        | $265925.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-20      | 2.7500%  | 0.0000% | $10000000.00       | $811505.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-20      | 4.5020%  | 0.0000% | $12689488.00       | $929854.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-03-20      | 4.9204%  | 0.0000% | $40000000.00       | $14701490.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.4704%  | 0.0000% | $5000000.00        | $2741912.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $52450000.00       | $52753531.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-01-20      | 4.9404%  | 0.0000% | $205000.00         | $81466.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.4843%  | 0.0000% | $50000000.00       | $16771194.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5243%  | 0.0000% | $43508640.00       | $14096686.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.1989%  | 0.0000% | $50000000.00       | $50078289.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133003000.00      | $80788704.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.1989%  | 0.0000% | $100000000.00      | $45781554.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.0489%  | 0.0000% | $50000000.00       | $21879015.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $2115000.00        | $1934097.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $10700200.00       | $11054949.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.4989%  | 0.0000% | $30000000.00       | $24040679.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.3489%  | 0.0000% | $40000000.00       | $36484385.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4989%  | 0.0000% | $20000000.00       | $16894648.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $156666624.00      | $157595772.39      | Agency Collateralized Mortgage Obligation |

### Security 109: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **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: BIV8UV0J6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8UV0J6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                        | 2036-06-25      | 12.1301% | 0.0000% | $7251555.00        | $1386118.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-09-25      | 2.5100%  | 0.0000% | $11000000.00       | $281194.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-01-25      | 3.3500%  | 0.0000% | $12000000.00       | $5654517.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2027-11-25      | 3.0300%  | 0.0000% | $7500000.00        | $3809092.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2029-04-25      | 7.5000%  | 0.0000% | $45553000.00       | $614917.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2039-01-19      | 7.5000%  | 0.0000% | $8675000.00        | $53709.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-08-25      | 2.5000%  | 0.0000% | $500000.00         | $94635.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-09-25      | 4.9718%  | 0.0000% | $1000.00           | $949.65            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-09-25      | 5.2218%  | 0.0000% | $10030.00          | $9874.15           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-12-25      | 3.5000%  | 0.0000% | $27500000.00       | $26539700.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-12-25      | 5.0000%  | 0.0000% | $509289.00         | $503575.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-12-25      | 3.5000%  | 0.0000% | $22925632.00       | $21890058.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-12-25      | 5.0000%  | 0.0000% | $25430567.00       | $25682304.18       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-12-25      | 5.0000%  | 0.0000% | $49231475.00       | $49720146.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2061-11-25      | 3.2500%  | 0.0000% | $250000.00         | $167038.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2061-11-25      | 3.2500%  | 0.0000% | $811000.00         | $516686.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $1329002.00        | $498193.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $590000.00         | $284747.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-08-25      | 3.0000%  | 0.0000% | $530000.00         | $147879.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-06-25      | 3.2500%  | 0.0000% | $250000.00         | $79236.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-08-27      | 3.5000%  | 0.0000% | $11126200.00       | $2603782.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $161309520.00      | $43047249.98       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $2098636.00        | $1433091.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 4.0000%  | 0.0000% | $1940764.00        | $529539.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-07-25      | 3.5000%  | 0.0000% | $17729876.00       | $4835795.92        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      MV     20580725 3.50000 | 2058-07-25      | 3.5000%  | 0.0000% | $15425000.00       | $10672939.10       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      M55D   20580725 4.00000 | 2058-07-25      | 4.0000%  | 0.0000% | $635000.00         | $224610.57         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $157428414.00      | $51500527.56       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      M55D   20580826 4.00000 | 2058-08-26      | 4.0000%  | 0.0000% | $267432.00         | $95712.94          | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-3      MA     20581025 3.50000 | 2058-10-25      | 3.5000%  | 0.0000% | $675000.00         | $171641.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-02-25      | 3.0000%  | 0.0000% | $1683757.00        | $582622.56         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2020-2      MA     20591125 2.00000 | 2059-11-25      | 2.0000%  | 0.0000% | $900000.00         | $299310.98         | Agency Collateralized Mortgage Obligation |
| FREDDIE SCRTT SERIES 2020-3    MA     20600525 2.00000 | 2060-05-25      | 2.0000%  | 0.0000% | $250000.00         | $90334.75          | Agency Collateralized Mortgage Obligation |
| FREDDIE SCRT SERIES 2021-1     TTU    20600925 2.50000 | 2060-09-25      | 2.5000%  | 0.0000% | $921999.00         | $331771.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-01-25      | 2.7500%  | 0.0000% | $209611.00         | $199010.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-10-25      | 2.7500%  | 0.0000% | $200000.00         | $71459.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2060-09-27      | 1.7500%  | 0.0000% | $420000.00         | $164329.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2060-09-27      | 2.0000%  | 0.0000% | $538682.00         | $212444.65         | Agency Collateralized Mortgage Obligation |

### Security 110: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $24670600.00       | $52449843.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $1225700.00        | $1309664.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $120470600.00      | $120910679.35      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $174999000.00      | $165463768.62      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $280000000.00      | $279860436.07      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $379.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $305600.00         | $310124.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $159235700.00      | $163052194.62      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $291732800.00      | $296446396.16      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $755288000.00      | $776024535.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $2002000.00        | $2050689.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $283432400.00      | $284121297.32      | U.S. Treasuries (including strips) |

### Security 111: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $5200.00           | $5185.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $1903600.00        | $1887927.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $500.00            | $820.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $32600.00          | $35368.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $158.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $2900.00           | $4412.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $3900.00           | $5802.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $1082600.00        | $1239872.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $10871300.00       | $13024843.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $146.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $216.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $17105000.00       | $11651307.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $887900.00         | $881445.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $768.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $1217600.00        | $604237.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $90500.00          | $58204.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $800.00            | $600.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $5992500.00        | $4267793.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $75.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $98200.00          | $70846.04          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $800.00            | $681.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $176.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $15737800.00       | $14617715.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $3799400.00        | $3803692.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $371400.00         | $373065.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $5100.00           | $5024.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $1100.00           | $1074.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $569900.00         | $739847.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $986.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $447800.00         | $575766.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $3454900.00        | $3038392.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $38900800.00       | $38630917.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $180.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $37000.00          | $35257.84          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $500.00            | $490.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $1586800.00        | $1495645.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $598100.00         | $646842.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $72700.00          | $65675.06          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $12981400.00       | $12975539.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $379.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $317300.00         | $320128.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $102.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $179200.00         | $185088.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $6176000.00        | $6500206.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $33900.00          | $34670.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $50193300.00       | $51716640.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $200.00            | $205.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $7595200.00        | $8209476.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $387100.00         | $406993.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $9699600.00        | $9980621.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $8700.00           | $9220.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $25000.00          | $26268.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $330000.00         | $344227.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $101712700.00      | $107936060.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $163900.00         | $167839.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $4647800.00        | $4738255.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $21579700.00       | $21938108.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $160162400.00      | $165325967.64      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $97000.00          | $99831.44          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $7344400.00        | $7600996.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $7039000.00        | $7196970.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $4100.00           | $4227.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1018.47           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $4450400.00        | $4556816.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $1000.00           | $1003.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |

### Security 112: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $1600.00           | $1591.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $300.00            | $294.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $4100.00           | $4095.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-02      | 0.0000%  | 0.0000% | $1015000.00        | $1011569.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.0000%  | 0.0000% | $52410300.00       | $52162032.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $4748000.00        | $4727532.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $37362900.00       | $38820551.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $148.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $10300.00          | $7942.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $4518700.00        | $2906169.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $108.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $20552000.00       | $15566670.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $1685300.00        | $1215853.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $4339000.00        | $3662354.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2328800.00        | $2056789.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $91.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $5284000.00        | $4877801.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $138147000.00      | $136372786.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $448900.00         | $449407.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $11800.00          | $11713.50          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1400.00           | $1320.44           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $307600.00         | $308340.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $40200.00          | $39279.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $141100.00         | $140527.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $16740600.00       | $16587002.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $3805800.00        | $4893374.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $536800.00         | $526555.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $6700.00           | $6453.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $94.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $401000.00         | $396194.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $23694000.00       | $22578360.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $6487400.00        | $6164061.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $10307200.00       | $11682070.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $108.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $72008800.00       | $65050651.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $1079100.00        | $1061668.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $76500.00          | $76785.31          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $2499800.00        | $2528380.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $13305900.00       | $14149401.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $102.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $474800.00         | $490401.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $2293700.00        | $2363312.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $3722000.00        | $3834356.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $8216800.00        | $8425351.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $17512200.00       | $18138018.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $61487500.00       | $63079510.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $3381400.00        | $3425474.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $800.00            | $851.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $796600.00         | $809830.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $356000.00         | $367477.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $43000.00          | $44255.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $59000.00          | $61196.65          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.48            | U.S. Treasuries (including strips) |

### Security 113: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $21656600.00       | $16972489.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $11237000.00       | $11334496.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $10919300.00       | $11036168.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $362374400.00      | $368656860.95      | U.S. Treasuries (including strips) |

### Security 114: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Banks               | 2026-01-13      | 4.0100%  | 0.0000% | $1150000.00        | $1155970.86        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-07-19      | 4.1200%  | 0.0000% | $4000000.00        | $4022093.33        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-17      | 4.0450%  | 0.0000% | $75000.00          | $75621.45          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-10-02      | 4.0550%  | 0.0000% | $1000000.00        | $1007835.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-10-06      | 4.0550%  | 0.0000% | $1000000.00        | $1007374.69        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-02-23      | 4.0000%  | 0.0000% | $25000000.00       | $25013673.61       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-07-22      | 4.0200%  | 0.0000% | $1400000.00        | $1401381.45        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-08-19      | 4.0200%  | 0.0000% | $1260000.00        | $1261243.30        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-17      | 0.0000%  | 0.0000% | $100000.00         | $99773.00          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-24      | 0.0000%  | 0.0000% | $4000000.00        | $3987880.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-26      | 0.0000%  | 0.0000% | $900000.00         | $897075.00         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-31      | 0.0000%  | 0.0000% | $3000000.00        | $2988630.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-01-02      | 0.0000%  | 0.0000% | $450000.00         | $448315.65         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-01-09      | 0.0000%  | 0.0000% | $800000.00         | $796434.40         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-01-15      | 0.0000%  | 0.0000% | $175000.00         | $174115.73         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-01-16      | 0.0000%  | 0.0000% | $92742000.00       | $92266233.54       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-01-23      | 0.0000%  | 0.0000% | $86881000.00       | $86373614.96       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-25      | 0.0000%  | 0.0000% | $17000000.00       | $16793280.00       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-05-29      | 0.0000%  | 0.0000% | $21730000.00       | $21329081.50       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2026-01-26      | 0.0000%  | 0.0000% | $6615000.00        | $6574185.45        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2026-02-02      | 0.0000%  | 0.0000% | $72348000.00       | $71840117.04       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-05-14      | 4.1000%  | 0.0000% | $30000.00          | $30053.12          | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-06-16      | 4.0050%  | 0.0000% | $52543000.00       | $53008465.32       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-08-26      | 4.1500%  | 0.0000% | $2000000.00        | $2001795.56        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-10-16      | 4.0454%  | 0.0000% | $825000.00         | $825462.00         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-06-29      | 4.1100%  | 0.0000% | $5000000.00        | $5038643.06        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2025-12-05      | 0.0000%  | 0.0000% | $1100000.00        | $1098933.00        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-10-01      | 7.5000%  | 0.0000% | $101250.00         | $2335.42           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4805914.00        | $4641183.52        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1086270.00        | $1097219.92        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $375000.00         | $214713.77         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $9786230.00        | $7621953.81        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $14100262.00       | $10848095.13       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $15000000.00       | $1316871.31        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $799188.00         | $253033.70         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-11-01      | 3.0000%  | 0.0000% | $1871195.00        | $669472.19         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $6620000.00        | $4815836.70        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $163849.00         | $139361.89         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $38261087.00       | $35221892.45       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $15423142.00       | $14248193.36       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $44706896.00       | $41996890.39       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $85000.00          | $76247.89          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-04-01      | 3.0000%  | 0.0000% | $14216143.00       | $12909327.56       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $2475000.00        | $2342706.18        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $55302541.00       | $50548611.25       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $62035837.00       | $62045447.78       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-04-01      | 4.0000%  | 0.0000% | $12027852.00       | $11584914.32       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-03-01      | 4.5000%  | 0.0000% | $23625746.00       | $23330991.19       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $145000.00         | $89828.27          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $10000.00          | $7781.86           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $97000.00          | $31457.79          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1194000.00        | $926798.48         | Agency Mortgage-Backed Securities   |
| U.S. Treasury                         | 2029-05-15      | 0.0000%  | 0.0000% | $1756.37           | $1551.86           | U.S. Treasuries (including strips)  |

### Security 115: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $1403000000.00
- **C.18.a - Value (excl. sponsor support):** $1403000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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          | 2052-09-01      | 4.5000%  | 0.0000% | $15977801.00       | $12705535.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1231864.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $825.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $748.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $3464276.00        | $2695468.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.5000%  | 0.0000% | $469873.00         | $350086.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $328137.00         | $266532.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $14088112.00       | $12314730.61       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $8237216.00        | $6728984.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $188372.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $2039828.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2534360.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $1909000.00        | $254282.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $166665.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $580280.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $10354575.00       | $1473961.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $241969351.00      | $31089565.42       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $12068681.00       | $2507745.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1167289.00        | $128843.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $179541.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $3770290.00        | $1213059.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $12186352.00       | $1133725.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 2.5000%  | 0.0000% | $810000.00         | $30334.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.5000%  | 0.0000% | $2000000.00        | $35180.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $732444.00         | $768923.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1887970.00        | $1666203.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $4248854.00        | $4139684.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.0000%  | 0.0000% | $2500000.00        | $405219.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $179710.00         | $44744.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.3000%  | 0.0000% | $99050.00          | $73427.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 5.5000%  | 0.0000% | $320000.00         | $110725.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3895583.00        | $2089059.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $10605934.91       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $62535887.00       | $15944026.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $630213.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1290856.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $18042200.84       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $9033687.00        | $8800651.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1995000.00        | $1783201.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $960165.00         | $907588.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.0000%  | 0.0000% | $325207.00         | $144405.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $33794160.00       | $32362503.32       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 5.2989%  | 0.0000% | $49863800.00       | $31512558.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.3489%  | 0.0000% | $3391400.00        | $3179645.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.3989%  | 0.0000% | $3681140.00        | $3395958.19        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $1507400.00        | $1511029.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $12144400.00       | $12059510.78       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $160145200.00      | $163894060.75      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $69780000.00       | $72273667.33       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $300219600.00      | $308985555.46      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $240338200.00      | $252008726.49      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $407591200.00      | $411673595.39      | U.S. Treasuries (including strips)        |

### Security 116: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94E952, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV94E952
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $23790400.00       | $24498680.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $428900.00         | $430090.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $81831800.00       | $85024331.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $1100.00           | $903.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $214427200.00      | $256904021.33      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $26812300.00       | $17367506.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $900.00            | $649.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $4408000.00        | $3720594.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $183.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $14719400.00       | $13587871.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $33338000.00       | $31443546.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $6141200.00        | $6155987.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $1000.00           | $935.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $11000.00          | $10868.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $52463200.00       | $49992954.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $23796000.00       | $21496613.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $25200.00          | $24903.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $2705200.00        | $2680099.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $3022600.00        | $3110282.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $89501000.00       | $91534572.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $1165000.00        | $1200168.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $27448900.00       | $28429817.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $14500.00          | $15526.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $3028200.00        | $3078494.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $70915200.00       | $73928854.19       | U.S. Treasuries (including strips) |

### Security 117: Natixis

- **C.1 - Title:** Natixis 3.980000%
- **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: BIV94VRR6, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV94VRR6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 MORT ADJUSTABLE RATE   | 2053-09-01      | 4.8030%  | 0.0000% | $13128873.00       | $11048980.39       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-11-01      | 3.5000%  | 0.0000% | $7098704.00        | $2723154.87        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $937.17            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-04-01      | 3.0000%  | 0.0000% | $1372.00           | $237.59            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $853.72            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2037-11-01      | 2.4000%  | 0.0000% | $189500.00         | $152406.70         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2035-03-01      | 4.6500%  | 0.0000% | $29298460.00       | $29683251.32       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-06-01      | 5.0000%  | 0.0000% | $2219337.00        | $766707.02         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2032-02-15      | 6.5000%  | 0.0000% | $29923249.00       | $1449119.39        | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2032-04-15      | 6.0000%  | 0.0000% | $2.00              | $0.03              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 5.0000%  | 0.0000% | $6561130.00        | $2868994.56        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 4.5000%  | 0.0000% | $3064698.00        | $2404923.34        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.5000%  | 0.0000% | $1188909.00        | $1246113.84        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $765.59            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 5.5000%  | 0.0000% | $75689.00          | $66023.45          | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.8600%  | 0.0000% | $1000.00           | $982.64            | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2029-04-25      | 3.1199%  | 0.0000% | $17647983.00       | $7668925.01        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY REMIC            | 2032-04-25      | 2.1531%  | 0.0000% | $11000000.00       | $8236279.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-09-25      | 4.9718%  | 0.0000% | $1000.00           | $726.75            | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-10-25      | 4.9718%  | 0.0000% | $34508275.00       | $34235269.05       | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-07-01      | 3.6800%  | 0.0000% | $6136328.00        | $6085758.52        | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2043-03-15      | 3.0000%  | 0.0000% | $2000030.00        | $1852531.79        | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2043-05-15      | 3.0000%  | 0.0000% | $2156288.00        | $1882314.36        | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2043-10-15      | 4.0000%  | 0.0000% | $2764000.00        | $2656002.23        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2046-01-01      | 4.0100%  | 0.0000% | $1954189.00        | $1524778.24        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2032-08-01      | 3.0600%  | 0.0000% | $394700.00         | $371908.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2037-12-01      | 3.2600%  | 0.0000% | $53729.00          | $47578.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2037-11-01      | 3.5100%  | 0.0000% | $1114754.00        | $966912.35         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-05-01      | 3.5800%  | 0.0000% | $1000.00           | $926.23            | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-03-01      | 3.4300%  | 0.0000% | $998894.00         | $907513.85         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2038-04-01      | 3.5100%  | 0.0000% | $4773990.00        | $4375722.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2038-04-01      | 3.5100%  | 0.0000% | $5399000.00        | $4948591.12        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-04-01      | 3.7200%  | 0.0000% | $1000000.00        | $926865.02         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-05-01      | 3.4450%  | 0.0000% | $806969.00         | $789568.93         | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2048-09-01      | 4.0200%  | 0.0000% | $131087.00         | $112020.92         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-06-01      | 3.5500%  | 0.0000% | $2000000.00        | $1972677.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-07-01      | 3.7500%  | 0.0000% | $564352.00         | $547566.20         | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-08-01      | 3.8500%  | 0.0000% | $1000000.00        | $970967.50         | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-08-01      | 3.7900%  | 0.0000% | $2010000.00        | $1900307.97        | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2036-02-15      | 5.5000%  | 0.0000% | $2651181.00        | $2667061.77        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-10-01      | 5.0000%  | 0.0000% | $3177547.00        | $2901812.58        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 6.0000%  | 0.0000% | $3142055.00        | $3207897.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.5000%  | 0.0000% | $4791463.00        | $4965666.04        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $1847177.00        | $1899020.14        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $1626269.00        | $1680875.43        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.5000%  | 0.0000% | $1004.00           | $1052.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $1287500.00        | $1322603.71        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.16           | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-12-01      | 4.1500%  | 0.0000% | $4600000.00        | $4471479.29        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-10-01      | 3.6900%  | 0.0000% | $2123686.00        | $2057070.81        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2031-02-01      | 4.1100%  | 0.0000% | $7966398.00        | $7835307.44        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-02-01      | 3.5200%  | 0.0000% | $3967380.00        | $3923841.97        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2031-06-01      | 3.8900%  | 0.0000% | $13798.00          | $13681.39          | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-02-01      | 3.8700%  | 0.0000% | $1694902.00        | $1655172.65        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-09-01      | 3.4300%  | 0.0000% | $4000000.00        | $3771770.00        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-05-01      | 3.5900%  | 0.0000% | $1815390.00        | $1738723.36        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2049-05-01      | 3.8300%  | 0.0000% | $1799207.00        | $1542608.05        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-02-01      | 5.0000%  | 0.0000% | $1401431.00        | $830108.20         | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-12-01      | 1.6100%  | 0.0000% | $4719894.00        | $3770631.28        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2037-08-01      | 4.3200%  | 0.0000% | $3306000.00        | $3247847.46        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2052-11-01      | 5.1800%  | 0.0000% | $931880.00         | $912428.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 5.5000%  | 0.0000% | $21732921.00       | $21268447.08       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $4500817.00        | $2614503.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.5000%  | 0.0000% | $1580339.00        | $867643.98         | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-07-01      | 4.8600%  | 0.0000% | $1233.00           | $1275.58           | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-07-01      | 4.8800%  | 0.0000% | $3150000.00        | $3280126.50        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-01-01      | 5.1550%  | 0.0000% | $34229806.00       | $35823896.62       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 5.2150%  | 0.0000% | $1000.00           | $1058.69           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $801472.00         | $524625.73         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 4.5000%  | 0.0000% | $40684928.00       | $30803585.94       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $822400.00         | $575540.79         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $63901600.00       | $47509105.89       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-01-01      | 2.5000%  | 0.0000% | $1181.00           | $1011.94           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $745000.00         | $702659.00         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 6.0000%  | 0.0000% | $1405518.00        | $1447776.81        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 4.5000%  | 0.0000% | $14850719.00       | $14661342.63       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-08-20      | 5.3817%  | 0.0000% | $16478730.00       | $4763903.58        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-04-20      | 5.5918%  | 0.0000% | $14000000.00       | $4117540.80        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-06-20      | 4.5274%  | 0.0000% | $1010.00           | $198.88            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-02-20      | 5.6275%  | 0.0000% | $1340.00           | $270.94            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2069-09-20      | 4.8816%  | 0.0000% | $17000000.00       | $5008422.33        | Agency Mortgage-Backed Securities   |
| TENNESSEE VALLEY AUTHORITY BOND          | 2056-04-01      | 5.3750%  | 0.0000% | $370000.00         | $386963.54         | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2039-09-15      | 0.0000%  | 0.0000% | $2000.00           | $1033.04           | Agency Debentures and Agency Strips |
| U.S. TREASURY BILL                       | 2026-01-20      | 0.0000%  | 0.0000% | $900.00            | $894.92            | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2052-11-15      | 4.0000%  | 0.0000% | $96429200.00       | $86610630.75       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2042-11-15      | 4.0000%  | 0.0000% | $400.00            | $375.58            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-06-30      | 1.8750%  | 0.0000% | $1100.00           | $1096.45           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-12-31      | 1.7500%  | 0.0000% | $6946200.00        | $6857418.58        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.07             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.52             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-03-31      | 2.5000%  | 0.0000% | $20095200.00       | $19894694.07       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-08-15      | 3.8750%  | 0.0000% | $6694400.00        | $6752483.20        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-15      | 4.2500%  | 0.0000% | $24999100.00       | $25707483.46       | U.S. Treasuries (including strips)  |

### Security 118: Natixis

- **C.1 - Title:** Natixis 3.980000%
- **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: BIV94VRT2, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV94VRT2
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 BANK CONSOLIDATED BOND | 2029-10-24      | 4.0000%  | 0.0000% | $726000.00         | $738688.87         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-08-01      | 3.0000%  | 0.0000% | $445.60            | $38.53             | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2032-02-15      | 6.5000%  | 0.0000% | $1055939.60        | $51136.91          | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2032-04-15      | 6.0000%  | 0.0000% | $11189634.00       | $169984.50         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 5.0000%  | 0.0000% | $18217353.60       | $13524678.82       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.8600%  | 0.0000% | $492.80            | $484.24            | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2042-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1871014.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2042-09-25      | 2.0000%  | 0.0000% | $520400.00         | $432738.62         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-05-25      | 3.0000%  | 0.0000% | $669402.80         | $559625.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-06-25      | 3.0000%  | 0.0000% | $742530.40         | $619901.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-06-25      | 3.0000%  | 0.0000% | $1345043.60        | $820775.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-07-25      | 2.5000%  | 0.0000% | $600000.00         | $562826.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2044-02-25      | 4.0000%  | 0.0000% | $1272558.80        | $1217628.80        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2045-07-25      | 3.0000%  | 0.0000% | $988307.20         | $270561.45         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2046-05-25      | 3.0000%  | 0.0000% | $2200000.00        | $1773910.60        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2046-05-25      | 3.0000%  | 0.0000% | $800000.00         | $655507.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2047-04-25      | 3.0000%  | 0.0000% | $556000.00         | $472252.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2047-05-25      | 3.5000%  | 0.0000% | $3400000.00        | $1006947.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2051-07-25      | 2.5000%  | 0.0000% | $1600000.00        | $1093288.00        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY REMIC            | 2033-07-25      | 4.6482%  | 0.0000% | $7808000.00        | $1759429.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-09-25      | 4.9718%  | 0.0000% | $528.00            | $383.72            | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2041-09-15      | 4.0000%  | 0.0000% | $1600000.00        | $611554.77         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2043-04-15      | 3.5000%  | 0.0000% | $600000.00         | $550942.80         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2043-11-15      | 4.0000%  | 0.0000% | $2224498.00        | $1531584.96        | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2046-08-15      | 3.0000%  | 0.0000% | $397200.00         | $253578.37         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2051-10-25      | 2.0000%  | 0.0000% | $522720.80         | $289774.46         | Agency Debentures and Agency Strips |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2037-06-01      | 6.3750%  | 0.0000% | $818.80            | $25.03             | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2028-04-01      | 3.4850%  | 0.0000% | $1083243.20        | $960424.62         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $23646584.00       | $5468688.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2036-03-25      | 5.5000%  | 0.0000% | $1486400.00        | $237940.69         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2035-04-15      | 6.0000%  | 0.0000% | $452243.60         | $472637.98         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2036-11-15      | 5.7500%  | 0.0000% | $2000000.00        | $773976.76         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2037-07-15      | 6.0000%  | 0.0000% | $552238.00         | $58724.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $549698.40         | $575065.75         | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2031-11-01      | 2.5300%  | 0.0000% | $2144000.00        | $1778121.17        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2051-09-01      | 2.4900%  | 0.0000% | $400000.00         | $286141.96         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $7812230.80        | $6976257.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $400.00            | $365.81            | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-04-01      | 4.4400%  | 0.0000% | $400.00            | $409.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $328491.60         | $215023.29         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $411.60            | $334.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 4.5000%  | 0.0000% | $400.00            | $394.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-01-01      | 2.5000%  | 0.0000% | $4708531.20        | $4034519.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.5000%  | 0.0000% | $419.20            | $400.29            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.0000%  | 0.0000% | $33452320.00       | $33026369.58       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $11225290.40       | $10761883.13       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2033-11-20      | 5.5000%  | 0.0000% | $7534882.00        | $668086.23         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-05-20      | 5.4250%  | 0.0000% | $4400000.00        | $1261355.15        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-06-20      | 5.2274%  | 0.0000% | $4000000.00        | $1174204.68        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2045-12-20      | 3.0000%  | 0.0000% | $1600000.00        | $488310.98         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2070-05-20      | 6.3225%  | 0.0000% | $6000000.00        | $1643262.61        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2070-09-20      | 5.2704%  | 0.0000% | $800000.00         | $397840.04         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2051-07-20      | 2.5000%  | 0.0000% | $444700.00         | $269803.49         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-03-20      | 5.1989%  | 0.0000% | $20000000.00       | $16034749.41       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2075-04-20      | 4.9389%  | 0.0000% | $12000000.00       | $11806268.75       | Agency Mortgage-Backed Securities   |
| TENNESSEE VALLEY AUTHORITY BOND          | 2065-09-15      | 4.2500%  | 0.0000% | $800000.00         | $680270.44         | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2056-04-01      | 0.0000%  | 0.0000% | $12537200.00       | $2473113.15        | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2065-09-15      | 0.0000%  | 0.0000% | $3885600.00        | $471226.14         | Agency Debentures and Agency Strips |
| U.S. TREASURY BILL                       | 2026-02-26      | 0.0000%  | 0.0000% | $318000.00         | $315007.62         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-05-28      | 0.0000%  | 0.0000% | $400.00            | $392.62            | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2038-05-15      | 4.5000%  | 0.0000% | $224000.00         | $232115.30         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2042-11-15      | 2.7500%  | 0.0000% | $560120.00         | $441046.09         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2045-02-15      | 2.5000%  | 0.0000% | $1416840.00        | $1040972.40        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2052-11-15      | 4.0000%  | 0.0000% | $6383640.00        | $5733647.97        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $40.00             | $37.09             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $40.00             | $40.36             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-06-30      | 1.8750%  | 0.0000% | $120.00            | $119.61            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $80.00             | $74.02             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-03-31      | 0.6250%  | 0.0000% | $4209200.00        | $4052979.96        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-10-31      | 0.5000%  | 0.0000% | $1599640.00        | $1511654.59        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-11-30      | 0.6250%  | 0.0000% | $320.00            | $303.34            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-29      | 1.1250%  | 0.0000% | $40.00             | $38.08             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-03-31      | 1.2500%  | 0.0000% | $29999960.00       | $28570194.87       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-12-31      | 3.8750%  | 0.0000% | $560.00            | $573.24            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $1319960.00        | $1356396.51        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-03-31      | 3.6250%  | 0.0000% | $10400480.00       | $10491616.15       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2025-12-31      | 4.2500%  | 0.0000% | $187200.00         | $190526.33         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-01-31      | 4.0000%  | 0.0000% | $635440.00         | $655495.43         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-03-15      | 4.2500%  | 0.0000% | $400.00            | $406.77            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-03-31      | 4.5000%  | 0.0000% | $320.00            | $323.01            | U.S. Treasuries (including strips)  |
| TREASURY INFLATION ADJUSTED NOTE         | 2029-04-15      | 2.1250%  | 0.0000% | $360.00            | $389.20            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-08-15      | 3.7500%  | 0.0000% | $3600.00           | $3651.88           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $120.00            | $125.94            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-03-31      | 3.8750%  | 0.0000% | $10000000.00       | $10101109.07       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2035-08-15      | 4.2500%  | 0.0000% | $360.00            | $372.07            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-09-30      | 3.6250%  | 0.0000% | $5421080.00        | $5464804.73        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-10-15      | 3.5000%  | 0.0000% | $40.00             | $40.19             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-10-31      | 3.7500%  | 0.0000% | $40.00             | $40.10             | U.S. Treasuries (including strips)  |
| US TREASURY INTEREST ONLY STRIP          | 2029-08-15      | 0.0000%  | 0.0000% | $106.49            | $93.21             | U.S. Treasuries (including strips)  |

### Security 119: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VSP9, C.3 - LEI: N/A, C.5 - Other ID: BIV94VSP9
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $359636200.00      | $357000034.86      | U.S. Treasuries (including strips) |

### Security 120: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV95JDP1, C.3 - LEI: N/A, C.5 - Other ID: BIV95JDP1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-12-18      | 0.0000%  | 0.0000% | $7000000.00        | $6987092.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-02      | 0.0000%  | 0.0000% | $16031000.00       | $15976815.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $50000000.00       | $49656700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-06      | 0.0000%  | 0.0000% | $33351100.00       | $33224132.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $362000000.00      | $279152444.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $15000000.00       | $14595343.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $260018400.00      | $263407571.77      | U.S. Treasuries (including strips) |

### Security 121: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.980000%
- **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: BIV95RQY0, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV95RQY0
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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          | 2027-10-15      | 3.5000%  | 0.0000% | $1700000.00        | $471.91            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-09-15      | 0.0000%  | 0.0000% | $5449350.00        | $870982.34         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 1.6070%  | 0.0000% | $106250000.00      | $380255.96         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2032-12-01      | 0.0000%  | 0.0000% | $278371696.05      | $428067.64         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $812393.45         | $746.24            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $1530000.00        | $254.76            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $1275000.00        | $7401.05           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $18168750.00       | $96259.62          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1700.00           | $1224.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $85850.00          | $13255.28          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $378330.75         | $54935.09          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $85000.00          | $15626.56          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $385655.20         | $58638.89          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $573750.00         | $43618.72          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-04-25      | 2.0000%  | 0.0000% | $161500.00         | $19256.66          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.0000%  | 0.0000% | $211650.85         | $39243.25          | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $2209.15           | $351.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $42500000.00       | $10340589.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1360.00           | $290.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $37601450.00       | $18362171.64       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $52992016.65       | $54878428.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $135024499.20      | $135104918.57      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $54355584.10       | $56324560.78       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 5.8750%  | 0.0000% | $37820920.00       | $137323.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 5.8750%  | 0.0000% | $39570731.70       | $232974.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 4.7500%  | 0.0000% | $41917212.80       | $185352.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $27994675.20       | $29084827.00       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $51837891.75       | $51608002.20       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2070-10-20      | 5.4404%  | 0.0000% | $849852.95         | $428629.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 4.6500%  | 0.0000% | $25478750.00       | $25488791.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $43773139.35       | $44000103.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $7441155.00        | $7419597.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $12609627.60       | $12419663.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.0000%  | 0.0000% | $4197437.70        | $4182620.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $14433975.80       | $14465975.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $22618418.40       | $22727891.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $18166451.60       | $18049623.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.2111%  | 0.0000% | $1139775.20        | $1141178.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.2388%  | 0.0000% | $51340216.75       | $51405530.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $20142314.00       | $20552250.37       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-02-15      | 6.0000%  | 0.0000% | $680.00            | $694.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 6.7500%  | 0.0000% | $85.00             | $88.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 6.5000%  | 0.0000% | $425.00            | $437.15            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 6.6250%  | 0.0000% | $340.00            | $359.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $255.00            | $268.29            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 5.5000%  | 0.0000% | $510.00            | $544.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 5.2500%  | 0.0000% | $340.00            | $363.75            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 6.1250%  | 0.0000% | $170.00            | $188.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 6.2500%  | 0.0000% | $510.00            | $567.15            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 5.3750%  | 0.0000% | $170.00            | $186.74            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.5000%  | 0.0000% | $595.00            | $630.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-02-15      | 4.7500%  | 0.0000% | $510.00            | $549.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-05-15      | 5.0000%  | 0.0000% | $85.00             | $92.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-02-15      | 4.3750%  | 0.0000% | $170.00            | $176.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $680.00            | $678.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-08-15      | 4.5000%  | 0.0000% | $170.00            | $175.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-11-15      | 4.3750%  | 0.0000% | $510.00            | $512.85            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 4.6250%  | 0.0000% | $425.00            | $442.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 3.8750%  | 0.0000% | $425.00            | $405.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $425.00            | $355.72            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $85.00             | $67.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $85.00             | $76.41             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $467500.00         | $416118.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $340.00            | $288.16            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $425.00            | $349.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $443190.00         | $325617.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $255.00            | $184.48            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $21250000.00       | $15196040.54       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 2.8750%  | 0.0000% | $170.00            | $129.49            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 3.0000%  | 0.0000% | $595.00            | $466.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $3377645.00        | $2513016.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $21250680.00       | $16396382.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $340.00            | $277.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $765.00            | $587.68            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $4250510.00        | $3150943.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $7650085.00        | $5008050.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $765.00            | $508.75            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $42500510.00       | $21888325.09       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $425.00            | $276.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $255.00            | $169.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $595.00            | $348.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 1.8750%  | 0.0000% | $255.00            | $183.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $42500340.00       | $27797470.65       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $85.00             | $64.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $680.00            | $408.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $255.00            | $177.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $255.00            | $182.35            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $765.00            | $486.39            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $19029120.00       | $13792733.54       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $510.00            | $382.72            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $32555425.00       | $29240581.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $7735.00           | $6558.68           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $340.00            | $284.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $765.00            | $704.06            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $595.00            | $551.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $13072575.00       | $13286910.34       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $595.00            | $599.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $340.00            | $323.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $21250425.00       | $20764343.25       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $425.00            | $428.85            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $680.00            | $702.52            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $373660.00         | $380429.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $2631090.00        | $2710740.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $2783920.00        | $2919635.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $19775420.00       | $18296473.51       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $11050170.00       | $9667852.17        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 0.3750%  | 0.0000% | $7628410.00        | $7616347.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 0.7500%  | 0.0000% | $13345850.00       | $13193080.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $10638090.00       | $10556883.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $15300170.00       | $15526710.22       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $7650425.00        | $7765533.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $17000595.00       | $17718693.17       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $2759610.00        | $2940381.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $7321050.00        | $7335376.61        | U.S. Treasuries (including strips)        |

### Security 122: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV95XUL0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV95XUL0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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 | 2032-04-15      | 3.3750%  | 0.0000% | $1272944.44        | $2609856.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $1800444.44        | $2739330.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $308944.44         | $459692.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $2332166.67        | $2670966.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $304555.56         | $327986.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $2475000.00        | $2965283.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $600166.67         | $638642.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $2254944.44        | $2254365.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $622333.33         | $617809.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $413000.00         | $395847.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $5001944.44        | $3763969.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $4284722.22        | $3784253.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $22784388.89       | $29961776.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $1573722.22        | $2043014.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $13136722.22       | $16755869.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $9647388.89        | $11865762.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $4965722.22        | $6785648.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $1052444.44        | $1418184.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $27962666.67       | $37204576.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $33522277.78       | $43101862.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $658888.89         | $793375.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $6732666.67        | $8109143.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $50098333.33       | $58762325.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $7450500.00        | $9167870.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $31234777.78       | $35401164.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $105444.44         | $114037.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $3158500.00        | $3357445.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $5604777.78        | $6217693.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $22007611.11       | $23402740.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $5484111.11        | $5939377.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $23888.89          | $25332.04          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $3945888.89        | $4341848.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $133444.44         | $142830.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $12837777.78       | $13876058.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $27728833.33       | $29386398.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $2464000.00        | $2589018.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $784444.44         | $838572.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $51272833.33       | $53064188.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $76965666.67       | $79201395.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-15      | 1.1250%  | 0.0000% | $2909222.22        | $2904553.90        | U.S. Treasuries (including strips) |

### Security 123: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.980000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97ETZ1, C.3 - LEI: N/A, C.5 - Other ID: BIV97ETZ1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $27000000.00       | $26573181.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $298917600.00      | $284071044.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $100000000.00      | $99954855.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $62500000.00       | $65390433.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $22372000.00       | $23740845.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $10225600.00       | $10269710.88       | U.S. Treasuries (including strips) |

### Security 124: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.010000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97KNU4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV97KNU4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 | 2046-08-15      | 2.2500%  | 0.0000% | $62898800.00       | $42844387.95       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $48177933.33       | $36530843.69       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-02-15      | 3.0000%  | 0.0000% | $28904200.00       | $22318516.27       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-11-15      | 1.3750%  | 0.0000% | $5510733.33        | $3649812.61        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-05-15      | 2.3750%  | 0.0000% | $7992866.67        | $5202763.93        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $6044533.33        | $4187424.25        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $10253200.00       | $7302218.63        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-05-15      | 3.6250%  | 0.0000% | $33331733.33       | $27804091.86       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-08-15      | 4.1250%  | 0.0000% | $64412466.67       | $59460867.86       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $7888933.33        | $7831106.75        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-11-15      | 4.5000%  | 0.0000% | $5709733.33        | $5553794.93        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-05-15      | 4.7500%  | 0.0000% | $66.67             | $67.56             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $27017000.00       | $28374592.91       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-11-15      | 1.3750%  | 0.0000% | $22614200.00       | $19826474.85       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 1.2500%  | 0.0000% | $19276266.67       | $18946713.71       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-11-15      | 4.1250%  | 0.0000% | $467733.33         | $478220.08         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-07-31      | 4.0000%  | 0.0000% | $50398733.33       | $51931130.92       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-08-31      | 4.3750%  | 0.0000% | $1132733.33        | $1170684.68        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-02-15      | 4.0000%  | 0.0000% | $6923733.33        | $7061342.83        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-07-31      | 4.0000%  | 0.0000% | $465066.67         | $478540.80         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-08-15      | 3.8750%  | 0.0000% | $12047533.33       | $12134219.98       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 4.2500%  | 0.0000% | $4664866.67        | $4790858.93        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-12-31      | 4.2500%  | 0.0000% | $1123133.33        | $1150126.56        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $4192266.67        | $4459705.32        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-03-31      | 3.8750%  | 0.0000% | $34547800.00       | $34893827.54       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-04-30      | 3.7500%  | 0.0000% | $19827466.67       | $19934308.01       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $30700133.33       | $31389113.19       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-31      | 3.8750%  | 0.0000% | $47885333.33       | $49028703.47       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-08-15      | 4.2500%  | 0.0000% | $1226400.00        | $1265440.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-11-15      | 4.0000%  | 0.0000% | $133.33            | $133.32            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97KQB3, C.3 - LEI: N/A, C.5 - Other ID: BIV97KQB3
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $457028500.00      | $459000015.48      | U.S. Treasuries (including strips) |

### Security 126: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.950000%
- **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: BIV97KQC1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV97KQC1
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Banks               | 2027-03-12      | 3.0000%  | 0.0000% | $25000.00          | $24962.08          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-09-10      | 2.3750%  | 0.0000% | $70000.00          | $68916.11          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-12      | 3.1250%  | 0.0000% | $30000.00          | $30421.79          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-11-16      | 3.2500%  | 0.0000% | $10000.00          | $9968.33           | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $39484.64          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2034-06-09      | 2.8750%  | 0.0000% | $15000.00          | $13820.35          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2029-09-14      | 4.1250%  | 0.0000% | $50000.00          | $51415.56          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2032-09-10      | 4.2500%  | 0.0000% | $50000.00          | $51625.92          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2032-09-10      | 4.8750%  | 0.0000% | $36000000.00       | $38453490.00       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-12-10      | 4.2500%  | 0.0000% | $565000.00         | $584269.51         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-12      | 4.7500%  | 0.0000% | $35000.00          | $35768.35          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-06-30      | 4.0000%  | 0.0000% | $135000.00         | $138972.03         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10132.44          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10187.52          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-03      | 4.0000%  | 0.0000% | $55000.00          | $55947.34          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-10-04      | 3.5000%  | 0.0000% | $575000.00         | $576921.01         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2035-12-14      | 4.2500%  | 0.0000% | $1980000.00        | $1988767.44        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-06-16      | 4.0050%  | 0.0000% | $47457000.00       | $47877409.72       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-10-20      | 4.0500%  | 0.0000% | $1000000.00        | $1006297.78        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-07-30      | 4.1250%  | 0.0000% | $10000000.00       | $10040715.28       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2036-07-15      | 5.5000%  | 0.0000% | $185000.00         | $208871.93         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-06-09      | 5.0000%  | 0.0000% | $15000.00          | $15880.23          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2031-03-15      | 0.0000%  | 0.0000% | $10059000.00       | $8239648.79        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2032-07-15      | 0.0000%  | 0.0000% | $5004000.00        | $3844553.18        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2026-01-15      | 0.0000%  | 0.0000% | $5000.00           | $4972.79           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2026-10-16      | 4.1500%  | 0.0000% | $32000.00          | $32178.64          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2027-10-22      | 3.6000%  | 0.0000% | $11575000.00       | $11590255.85       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2029-04-20      | 3.7500%  | 0.0000% | $18900000.00       | $18947174.40       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-11-06      | 3.8000%  | 0.0000% | $280000.00         | $280622.78         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2030-11-12      | 4.2200%  | 0.0000% | $34900000.00       | $34916596.89       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2030-10-09      | 4.0000%  | 0.0000% | $46813000.00       | $47067309.02       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-07-07      | 4.2300%  | 0.0000% | $9500000.00        | $9567260.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-04-20      | 3.8500%  | 0.0000% | $10580000.00       | $10607951.18       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-01-15      | 0.0000%  | 0.0000% | $600000.00         | $516192.00         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-11-15      | 0.0000%  | 0.0000% | $4919000.00        | $4093591.80        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $668000.00         | $728389.17         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $45554000.00       | $51839192.94       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-08-05      | 0.8750%  | 0.0000% | $598000.00         | $530044.19         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $703000.00         | $668875.44         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-06-18      | 4.1100%  | 0.0000% | $160000.00         | $161413.16         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $442000.00         | $439840.36         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $495000.00         | $489338.85         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $90666.87          | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2029-05-24      | 4.1700%  | 0.0000% | $50000.00          | $49938.02          | Agency Debentures and Agency Strips |

### Security 127: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97U5X6, C.3 - LEI: N/A, C.5 - Other ID: BIV97U5X6
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 2.4800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $6000000.00        | $5374708.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $38000000.00       | $25884225.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $609920000.00      | $397338383.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $104810000.00      | $62625287.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $401100000.00      | $285659100.97      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $358000000.00      | $271159401.05      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $811079400.00      | $585150360.74      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $169540000.00      | $169948237.33      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $133072500.00      | $134860302.57      | U.S. Treasuries (including strips) |

### Security 128: Societe Generale

- **C.1 - Title:** Societe Generale 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97U730, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV97U730
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 | 2033-08-15      | 3.8750%  | 0.0000% | $29966820.00       | $30410520.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $235223880.00      | $236344504.66      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $39058260.00       | $39244988.53       | U.S. Treasuries (including strips) |

### Security 129: Societe Generale

- **C.1 - Title:** Societe Generale 4.040000%
- **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: BIV97U748, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV97U748
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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       | 2044-12-01      | 4.0000%  | 0.0000% | $363384537.00      | $27316078.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-08-01      | 6.0000%  | 0.0000% | $53505908.00       | $52336010.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 6.0000%  | 0.0000% | $42928064.00       | $37009887.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 3.0000%  | 0.0000% | $62891525.00       | $52182599.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-10-01      | 4.5000%  | 0.0000% | $30395992.00       | $23892841.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 4.5000%  | 0.0000% | $51324000.00       | $37827569.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 5.0000%  | 0.0000% | $32386496.00       | $27294442.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-05-19      | 4.0000%  | 0.0000% | $63805738.00       | $46759212.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 5.5000%  | 0.0000% | $44470463.00       | $39663076.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $178926678.00      | $26055023.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $530848073.00      | $38483572.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $236996864.00      | $34145708.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $151121283.00      | $35107890.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $195228844.00      | $49302469.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $250130688.00      | $37749832.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $125021312.00      | $28714478.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $174946560.00      | $32138726.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $121804544.00      | $54173166.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $83715812.00       | $45318021.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $83641985.00       | $42944939.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $60017651.00       | $30678268.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $29737278.00       | $16548923.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $84687616.00       | $45859526.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $34393280.00       | $32480081.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $54021397.00       | $49975062.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $40073088.00       | $38892287.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $39945920.00       | $37150305.43       | Agency Mortgage-Backed Securities |

### Security 130: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97UAM4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV97UAM4
- **C.18 - Value (incl. sponsor support):** $727737500.00
- **C.18.a - Value (excl. sponsor support):** $727737500.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $65000000.00       | $66557188.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 1.25 30-JUN-2028  | 2028-06-30      | 1.2500%  | 0.0000% | $232812500.00      | $237666857.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $29925000.00       | $30533303.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $198250000.00      | $202303133.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $201750000.00      | $205696225.00      | U.S. Treasuries (including strips) |

### Security 131: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97UAX0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV97UAX0
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 | 2045-08-15      | 2.8750%  | 0.0000% | $20592750.00       | $15978802.79       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-08-15      | 2.2500%  | 0.0000% | $325550.00         | $221752.89         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $1548000.00        | $1173768.61        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-02-15      | 3.0000%  | 0.0000% | $54021000.00       | $41712573.51       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-11-15      | 1.3750%  | 0.0000% | $66110200.00       | $43785432.32       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-05-15      | 2.3750%  | 0.0000% | $4200.00           | $2733.89           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $53633850.00       | $37155504.27       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $21381100.00       | $15227389.19       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.63            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $33014850.00       | $32772848.23       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-11-15      | 4.5000%  | 0.0000% | $29016150.00       | $28223690.57       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-05-15      | 4.7500%  | 0.0000% | $50.00             | $50.67             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $14197150.00       | $14910550.83       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 1.2500%  | 0.0000% | $45864950.00       | $45080828.78       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-11-15      | 4.1250%  | 0.0000% | $13582000.00       | $13886513.24       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-07-31      | 4.0000%  | 0.0000% | $1633700.00        | $1683373.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-02-15      | 4.0000%  | 0.0000% | $13828800.00       | $14103648.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-06-30      | 4.2500%  | 0.0000% | $50880700.00       | $53001654.79       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-07-31      | 4.0000%  | 0.0000% | $62634500.00       | $64449176.69       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-08-15      | 3.8750%  | 0.0000% | $65740700.00       | $66213729.70       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 4.2500%  | 0.0000% | $24081250.00       | $24731654.69       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-12-31      | 4.2500%  | 0.0000% | $994600.00         | $1018504.08        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $13561450.00       | $14426580.08       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-03-31      | 3.8750%  | 0.0000% | $43850.00          | $44289.20          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-04-30      | 3.7500%  | 0.0000% | $25480950.00       | $25618255.44       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $1972550.00        | $2016818.45        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-31      | 3.8750%  | 0.0000% | $52167400.00       | $53413014.12       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-11-15      | 4.0000%  | 0.0000% | $1146850.00        | $1146702.59        | U.S. Treasuries (including strips) |

### Security 132: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97UAZ5, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV97UAZ5
- **C.18 - Value (incl. sponsor support):** $743734761.90
- **C.18.a - Value (excl. sponsor support):** $743734761.90
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $245300000.00      | $257565000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $260091904.76      | $273096500.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $239940000.00      | $251937000.00      | U.S. Treasuries (including strips) |

### Security 133: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97UB92, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV97UB92
- **C.18 - Value (incl. sponsor support):** $170000406.30
- **C.18.a - Value (excl. sponsor support):** $170000406.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 3.0 15-AUG-2052   | 2052-08-15      | 3.0000%  | 0.0000% | $73250000.00       | $75125548.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-FEB-2035 | 2035-02-15      | 4.6250%  | 0.0000% | $96750406.25       | $98820840.00       | U.S. Treasuries (including strips) |

### Security 134: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982QB2, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV982QB2
- **C.18 - Value (incl. sponsor support):** $1020099375.00
- **C.18.a - Value (excl. sponsor support):** $1020099375.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46187500.00       | $47096000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46187500.00       | $47096000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $23093750.00       | $23548000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27500000.00       | $28017500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27500000.00       | $28017500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27500000.00       | $28017500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 | 2043-11-15      | 0.0000%  | 0.0000% | $15300000.00       | $15568200.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15437500.00       | $15742500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15437500.00       | $15742500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15437500.00       | $15742500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15125000.00       | $15407500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15125000.00       | $15407500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15125000.00       | $15407500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15125000.00       | $15407500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15125000.00       | $15407500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $7562500.00        | $7703750.00        | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17767500.00       | $18120954.09       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $19118750.00       | $19509566.38       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $37375000.00       | $38122122.93       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $11212500.00       | $11436636.88       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2025-11-15      | 4.6250%  | 0.0000% | $49562500.00       | $50538045.58       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2025-11-15      | 4.6250%  | 0.0000% | $49562500.00       | $50538045.58       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $49937500.00       | $50922315.22       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50687500.00       | $51707817.93       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50687500.00       | $51707817.93       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $25343750.00       | $25853908.97       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030          | 2030-08-31      | 3.6250%  | 0.0000% | $43615000.00       | $44502140.88       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13830000.00       | $14093280.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $29187500.00       | $29770000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $28312500.00       | $28890000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13437500.00       | $13711500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13437500.00       | $13711500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13437500.00       | $13711500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13437500.00       | $13711500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2038  | 2038-11-15      | 0.0000%  | 0.0000% | $6890625.00        | $7026250.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $13375000.00       | $13634750.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $25625000.00       | $26091000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $24125000.00       | $24615500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $18550000.00       | $18904800.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $21502500.00       | $21923150.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $22187500.00       | $22608500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $15125000.00       | $15403000.00       | U.S. Treasuries (including strips) |

### Security 135: Natixis

- **C.1 - Title:** Natixis 4.090000%
- **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: BIV982V00, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV982V00
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2053-09-01      | 4.8030%  | 0.0000% | $20415330.80       | $17181108.35       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $55116.00          | $8648.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $400.00            | $69.46             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $796270.40         | $613561.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $7067998.00        | $1031667.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $7067998.00        | $1031667.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $67611.20          | $54376.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $120953.60         | $101333.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $1.20              | $0.06              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 5.0000%  | 0.0000% | $406581.60         | $49107.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $534746.80         | $483019.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $830.00            | $635.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $409.60            | $328.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $15237.60          | $13291.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.8600%  | 0.0000% | $1721.60           | $1691.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $1290000.00        | $1136452.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 4.9718%  | 0.0000% | $23998488.40       | $17440811.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.5000%  | 0.0000% | $1603600.00        | $1472486.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $884.40            | $772.03            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-10-15      | 4.0000%  | 0.0000% | $1200000.00        | $275115.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $200000.00         | $115805.40         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $1284400.00        | $722653.53         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $6652222.00        | $5863451.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $1662000.00        | $282966.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $1197787.60        | $247365.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $537863.60         | $558468.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $376275.60         | $397292.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $579050.00         | $597333.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $400.00            | $414.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $404.80            | $424.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $222008.00         | $215044.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 3.8900%  | 0.0000% | $347543.60         | $344606.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $400.00            | $372.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 1.2700%  | 0.0000% | $400.00            | $311.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.0000%  | 0.0000% | $676417.20         | $116349.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 5.0000%  | 0.0000% | $499867.60         | $200037.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $236654.00         | $200129.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $537.60            | $480.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $41324.40          | $42321.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $400.00            | $413.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $540057.60         | $565208.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 4.2250%  | 0.0000% | $1994000.00        | $2000172.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $38000.00          | $39413.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $18639000.00       | $19227796.69       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $8630504.00        | $9137039.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $3746600.00        | $3958140.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.5900%  | 0.0000% | $400.00            | $411.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.4800%  | 0.0000% | $11424716.00       | $11623380.39       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $23216428.00       | $15506526.84       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1070446.40        | $729826.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $20000000.00       | $15166754.43       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.9520%  | 0.0000% | $406.40            | $331.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $400.00            | $373.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $20000000.00       | $15416362.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $21481905.60       | $21655906.91       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $7426496.00        | $7314447.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $4780653.20        | $4565055.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $47336030.00       | $46733297.46       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $400.00            | $404.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $413890.00         | $430729.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $524634.80         | $548423.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1037978.40        | $945787.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $2882684.00        | $2837288.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $409.60            | $421.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $1916.00           | $169.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 5.0994%  | 0.0000% | $404.00            | $169.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 4.9219%  | 0.0000% | $5600000.00        | $1514250.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $4799379.20        | $945036.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 5.6275%  | 0.0000% | $3999464.00        | $808652.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 4.9989%  | 0.0000% | $4000000.00        | $2155697.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.5989%  | 0.0000% | $1466936.00        | $958550.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $4800000.00        | $1691157.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 4.8989%  | 0.0000% | $880000.00         | $690466.73         | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2042-12-15      | 3.5000%  | 0.0000% | $1363200.00        | $1181202.20        | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $40.00             | $39.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $80.00             | $62.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $40.00             | $31.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $1239880.00        | $975539.26         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $520.00            | $355.84            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 2.8750%  | 0.0000% | $221440.00         | $168676.26         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $400.00            | $308.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $640.00            | $522.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $13999960.00       | $10754878.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $2821840.00        | $1729783.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $520.00            | $392.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $280.00            | $139.67            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $1000.00           | $649.58            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $3199960.00        | $1746744.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $1879560.00        | $1306817.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $3999880.00        | $2860235.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $40.00             | $25.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $23600.00          | $17105.81          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $560.00            | $525.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $5462680.00        | $5064700.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $40.00             | $40.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $80.00             | $76.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $880.00            | $859.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $3146960.00        | $3175459.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $400.00            | $413.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $2316360.00        | $2441382.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $4342320.00        | $4284907.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $9172400.00        | $8843825.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $3313480.00        | $3302799.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $13969800.00       | $13839371.85       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $920.00            | $906.24            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $400.00            | $393.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $40.00             | $37.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 0.6250%  | 0.0000% | $40.00             | $38.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $80.00             | $70.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $680.00            | $644.60            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $8040000.00        | $7140918.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.7500%  | 0.0000% | $80.00             | $79.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $2976320.00        | $2685198.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $2992280.00        | $2851938.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $14880.00          | $13459.23          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $400000.00         | $381963.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $4529040.00        | $4483850.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $1130840.00        | $1130276.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $391.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $396000.00         | $402947.08         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.0000%  | 0.0000% | $240.00            | $244.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $400000.00         | $404675.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $520.00            | $530.88            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-15      | 3.7500%  | 0.0000% | $40.00             | $40.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $40.00             | $41.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $1999920.00        | $2107028.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $40.00             | $41.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $40.00             | $40.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $2627040.00        | $2737705.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $6660040.00        | $6973901.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $440.00            | $450.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $5234280.00        | $5327287.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 4.2500%  | 0.0000% | $1199960.00        | $1217321.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $40.00             | $41.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 4.1250%  | 0.0000% | $2800200.00        | $2850546.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $347120.00         | $358693.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $199920.00         | $205161.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 4.5000%  | 0.0000% | $40.00             | $40.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $40.00             | $40.71             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $484800.00         | $502849.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $80.00             | $84.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $400.00            | $411.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $256040.00         | $258261.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $40.00             | $40.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $2212800.00        | $2222100.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $80.00             | $82.49             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $2000000.00        | $2038542.17        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $8621200.00        | $9185943.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $12869720.00       | $13082219.34       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $440.00            | $444.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $360.00            | $365.82            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $120.00            | $122.88            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $2391840.00        | $2483259.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $7622800.00        | $7844754.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $40.00             | $40.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 3.6250%  | 0.0000% | $30130000.00       | $30466922.48       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-10-31      | 3.7500%  | 0.0000% | $320.00            | $320.78            | U.S. Treasuries (including strips)        |

### Security 136: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982V18, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV982V18
- **C.18 - Value (incl. sponsor support):** $85546790.00
- **C.18.a - Value (excl. sponsor support):** $85546790.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $68.44             | $68.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-18      | 0.0000%  | 0.0000% | $3859.87           | $3852.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-08      | 0.0000%  | 0.0000% | $70278.40          | $69996.51          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-29      | 0.0000%  | 0.0000% | $6.84              | $6.80              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $342187.16         | $701569.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $85314.10          | $90185.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $2736183.28        | $4490990.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $684326.41         | $742435.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $858424.40         | $1359461.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $185451.75         | $190972.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $219588.34         | $228155.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $385282.21         | $586197.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $164154.02         | $161090.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $13.69             | $11.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $79606.42          | $65393.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $13.69             | $10.85             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $2682.75           | $2124.80           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $10265.61          | $8090.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $86176.41          | $61354.92          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $36176.03          | $36166.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $73857.68          | $60016.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $13.69             | $6.79              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $1724.62           | $883.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $294.28            | $189.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $1138798.87        | $855247.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $341817.60         | $204240.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $6385.21           | $5326.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $889686.62         | $821293.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $47.91             | $47.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $78196.61          | $79931.39          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $6.84              | $6.45              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $2059.97           | $2064.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $477789.09         | $491894.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $663.84            | $697.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $499073.13         | $521698.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $505389.90         | $664594.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $6.84              | $6.79              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $131269.84         | $130253.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $75.28             | $74.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $1255806.35        | $1601779.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $6.84              | $6.83              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $6.84              | $9.35              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $13.69             | $18.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $6.84              | $9.11              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $9697.58           | $9544.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $47.91             | $47.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $3989.90           | $3749.12           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $6.84              | $6.41              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $1710935.80        | $2060732.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $869.16            | $826.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $252903.69         | $238989.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $136861.18         | $130331.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $6.84              | $6.52              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $348873.50         | $331485.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $136874.86         | $134387.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $1530685.29        | $1439122.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $978641.59         | $959247.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $708272.67         | $667182.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $11606.99          | $11358.57          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $6.84              | $6.69              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $6.84              | $6.00              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $6.84              | $6.51              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $6.84              | $6.71              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $1437583.01        | $1554739.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $9560.71           | $9466.37           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $6.84              | $6.78              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $579370.77         | $572554.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $356285.27         | $356124.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $1314183.48        | $1319084.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $13.69             | $13.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $13.69             | $13.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $96496.78          | $97889.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $1060513.29        | $1088337.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $795311.40         | $817260.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $3509129.33        | $3731583.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $1676443.33        | $1721136.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1574060.94        | $1573253.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $4887787.71        | $4991100.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $6.84              | $7.04              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $1710723.64        | $1814070.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $683429.88         | $703524.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $3539987.76        | $3586607.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $6.84              | $7.07              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $799397.11         | $841361.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $3421871.60        | $3551360.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $6.84              | $6.97              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $1065666.63        | $1083705.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $1485708.21        | $1547639.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $20.53             | $20.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $6.84              | $6.87              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $416421.24         | $426418.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $7491975.71        | $7872103.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $361780.80         | $366496.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $225843.53         | $235228.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $889686.62         | $934268.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $942711.94         | $1007761.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $432408.23         | $439589.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $2748837.36        | $2837458.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $547499.46         | $563481.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $6.84              | $6.97              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $82.12             | $84.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $20.53             | $21.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $2028718.17        | $2083543.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $18774591.28       | $19319962.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $14447.14          | $14600.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $13.69             | $13.83             | U.S. Treasuries (including strips) |

### Security 137: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.090000%
- **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: BIV982V34, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV982V34
- **C.18 - Value (incl. sponsor support):** $610989390.00
- **C.18.a - Value (excl. sponsor support):** $610989390.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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    | 2050-04-01      | 2.5000%  | 0.0000% | $3711346.34        | $819127.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $4314343.53        | $1864827.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $207554.59         | $159472.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $52103581.30       | $40601827.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $8281872.76        | $885659.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $345843050.94      | $33771923.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $33256267.78       | $3254237.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $95658573.96       | $66203168.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $37442471.73       | $28117197.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $15598139.85       | $12029272.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $17652814.63       | $13603865.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $7368270.24        | $5598511.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $18027909.43       | $13907396.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $2503788.64        | $1558701.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $166629873.53      | $106534248.39      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $777613.81         | $366600.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $78233197.36       | $67382328.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $65767504.32       | $46885978.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $24927014.87       | $22903315.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $118221511.09      | $106372113.62      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $57387415.13       | $54345010.25       | Agency Mortgage-Backed Securities |

### Security 138: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982V59, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BIV982V59
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $485940300.00      | $510000062.57      | U.S. Treasuries (including strips) |

### Security 139: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.090000%
- **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: BIV982V67, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV982V67
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2035-01-01      | 5.0000%  | 0.0000% | $5006.00           | $93.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $898.00            | $37.57             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $583.60            | $20.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $6199.60           | $4.24              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 2.5000%  | 0.0000% | $1199200.00        | $202828.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 3.5000%  | 0.0000% | $4211880.00        | $638463.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.0000%  | 0.0000% | $596.40            | $68.95             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $642.00            | $144.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.5000%  | 0.0000% | $400.00            | $116.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 4.0000%  | 0.0000% | $397044.40         | $49410.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $400.00            | $67.94             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $400.00            | $40.77             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1425126.40        | $167440.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.0000%  | 0.0000% | $159200.00         | $67217.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $258648.00         | $4201.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 2.5000%  | 0.0000% | $103644.00         | $30700.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $415.20            | $252.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2638384.00        | $2026955.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $400.00            | $282.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $400.00            | $323.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $400.00            | $344.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $400.00            | $346.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $400.00            | $70.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $428.80            | $250.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $9987494.40        | $6627283.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $2288774.40        | $2065251.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $400.00            | $94.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $87106.80          | $87155.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $7867992.00        | $5039722.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $491143.20         | $470581.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 5.5000%  | 0.0000% | $4932093.60        | $20238.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $829908.80         | $34824.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $136800.00         | $13712.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $3448659.20        | $204519.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1099200.00        | $172067.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $706321.60         | $64684.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $782986.40         | $23545.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $1519600.00        | $51212.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $788594.00         | $140376.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $400.00            | $35.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 3.0000%  | 0.0000% | $763813.20         | $73063.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $149391.60         | $14769.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $214800.00         | $42306.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $120074.40         | $21321.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $11750092.80       | $1254022.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $436003.20         | $79891.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $3549580.00        | $707287.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $470820.80         | $47686.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 4.0000%  | 0.0000% | $425487.20         | $67317.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $13597081.60       | $407480.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $2853584.00        | $1972952.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $68238.80          | $61856.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $183357.20         | $166022.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $26400.00          | $21729.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1732873.60        | $1341395.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $595360.80         | $473652.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $2240076.80        | $2147359.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1775677.20        | $1696106.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $400.00            | $366.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2287356.80        | $2197869.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1340072.00        | $1406607.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $5200.00           | $4365.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2632644.00        | $2532212.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2000232.00        | $1956692.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $772065.60         | $712214.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $400.80            | $416.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1676636.80        | $1670964.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $793944.00         | $805796.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2728281.60        | $2840573.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $504344.00         | $513878.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $408185.60         | $406818.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $4090520.00        | $4097250.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $511859.20         | $535959.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1100374.40        | $1121150.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $482640.00         | $510006.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $725960.00         | $739427.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $473200.00         | $492695.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $668700.00         | $683278.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $3724268.80        | $3805723.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.0000%  | 0.0000% | $606571.20         | $89935.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $180400.00         | $74169.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $399600.00         | $77448.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $491561.60         | $175228.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $45202.40          | $12708.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $607600.00         | $57412.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $647548.00         | $176097.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $188800.00         | $40384.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $1328209.60        | $580194.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $325600.00         | $84956.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $400.00            | $116.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $3356000.00        | $2014450.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 1.5000%  | 0.0000% | $189200.00         | $84002.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1100000.00        | $649314.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $1057795.20        | $1009669.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $92051.60          | $67642.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $55600.00          | $41048.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $120000.00         | $87973.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $202000.00         | $151743.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $394872.40         | $328032.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $59200.00          | $43756.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $80064.00          | $63225.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 3.0000%  | 0.0000% | $25241.60          | $21438.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $49600.00          | $37696.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $449286.00         | $355686.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $464800.00         | $71804.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.0000%  | 0.0000% | $400033.60         | $42647.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $58800.00          | $20822.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $162582.40         | $72733.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $166800.00         | $68485.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2802075.60        | $1481143.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $10382208.00       | $5791199.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $400.00            | $234.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 4.0000%  | 0.0000% | $464774.40         | $166646.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $136703.20         | $87163.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $201600.00         | $145506.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $56643.20          | $38751.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1286000.00        | $827891.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1216073.60        | $771918.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $413.20            | $301.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $154757.60         | $118650.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $160000.00         | $110195.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $978792.00         | $672272.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $200000.00         | $142166.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $618788.80         | $460786.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $260534.80         | $201214.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $116632.00         | $89795.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $48400.00          | $38360.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $244590.80         | $197181.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $240432.40         | $191629.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $8000.00           | $5971.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $4726316.80        | $2954699.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1260128.00        | $874606.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $2943529.60        | $2510712.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $374800.00         | $278722.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $582945.60         | $486723.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $23059430.40       | $18943945.32       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $318832.00         | $221448.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $400.00            | $357.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $45689.20          | $35590.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $165200.00         | $118789.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $550723.20         | $436531.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $6666892.80        | $5935982.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $2896.80           | $2569.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $218761.20         | $192169.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $185623.20         | $157654.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $416.80            | $338.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $176400.00         | $155288.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $5576364.80        | $4714038.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $148309.20         | $122130.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $524800.00         | $498192.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1633000.40        | $1507406.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $178652.00         | $170842.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $81110.80          | $78290.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $409.60            | $362.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $247600.00         | $195787.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3486784.00        | $3451695.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1742096.00        | $1688696.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $433549.20         | $434178.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $11042675.20       | $11141440.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $85200.00          | $36092.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $409.60            | $256.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $29854400.00       | $19316509.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $586400.00         | $385925.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1588400.00        | $1030311.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2432800.00        | $1683373.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $10000.00          | $7803.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 4.5000%  | 0.0000% | $1398800.00        | $1024023.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $39600.00          | $27830.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $10491456.00       | $8033445.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $10400.00          | $7928.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $3332185.60        | $2546282.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $7997747.20        | $5613794.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1386328.00        | $949379.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $400.00            | $286.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $376000.00         | $297293.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $6055884.80        | $4779107.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $4559600.00        | $3669472.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $2718553.60        | $2015596.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $1897164.80        | $1574735.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $17470745.60       | $13642979.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $2807.60           | $2525.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $5305459.20        | $4816035.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $20171033.60       | $19944262.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $2669076.00        | $2630466.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $14387296.00       | $12729953.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $416.00            | $426.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $408056.00         | $356404.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.0000%  | 0.0000% | $1800944.00        | $43282.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1166812.00        | $108133.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $1933200.00        | $33619.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $3478553.60        | $23034.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $20184294.40       | $1338419.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.5000%  | 0.0000% | $1127680.00        | $242863.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 2.5000%  | 0.0000% | $966537.60         | $100928.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $697220.80         | $40902.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $55200.00          | $12352.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $250762.00         | $26899.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.0000%  | 0.0000% | $1198400.00        | $171460.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $8706739.20        | $626017.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $918.40            | $68.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $3998400.00        | $297427.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $259200.00         | $61106.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 4.5000%  | 0.0000% | $395200.00         | $46339.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1154000.00        | $329710.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1192400.00        | $263368.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $10077040.80       | $8339799.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $2076345.60        | $1358535.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $1191598.40        | $809356.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.0000%  | 0.0000% | $1358800.00        | $848465.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1793964.00        | $1332320.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $704230.40         | $446645.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $635996.00         | $457341.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $77200.00          | $57814.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $6314616.40        | $4889233.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $66400.00          | $51946.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $70448.80          | $52869.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $51648.40          | $40216.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $799.20            | $642.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $40683.60          | $29008.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1606540.40        | $948947.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $55199.60          | $39526.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.0000%  | 0.0000% | $119200.00         | $93707.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 5.0000%  | 0.0000% | $24000.00          | $21691.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $294228.40         | $285259.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.0000%  | 0.0000% | $400.00            | $404.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $662492.80         | $648686.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $403.20            | $364.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1245886.40        | $988391.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.0000%  | 0.0000% | $782373.60         | $741653.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $930779.20         | $978911.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $3727692.80        | $3577662.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1690416.00        | $1631066.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $815675.20         | $801981.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $400.00            | $405.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $435156.00         | $452508.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $672936.80         | $653981.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $474489.60         | $466469.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $652499.20         | $684251.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2401200.00        | $2467649.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $493032.00         | $495724.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $400.00            | $417.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $554667.20         | $591494.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $400.00            | $408.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 7.0000%  | 0.0000% | $533978.40         | $570375.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $627308.00         | $647568.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $436400.00         | $446315.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $400.00            | $416.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $424.00            | $438.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $8462880.00        | $8066105.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 3.0000%  | 0.0000% | $4605331.20        | $3872850.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $10828160.00       | $10557021.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $529638.40         | $526317.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $30097219.20       | $30592630.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $21922048.00       | $22528167.41       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $42526003.20       | $44091753.13       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1827660.80        | $1865428.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $2381811.20        | $1895094.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $5207923.20        | $4864293.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $409.60            | $338.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $18551424.00       | $15454582.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $400.00            | $349.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $26624.00          | $25489.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $2862080.00        | $2912029.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1443032.00        | $1492132.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $838398.40         | $72392.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $424.00            | $31.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $69480000.00       | $8054517.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $160000.00         | $21581.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $10061040.00       | $2892441.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $7318935.20        | $5109243.29        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $210800.00         | $123333.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $10101644.00       | $6439385.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-20      | 1.5000%  | 0.0000% | $200000.00         | $111104.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $136400.40         | $113953.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $20569651.20       | $13023708.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $335820.40         | $244703.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1181248.00        | $892508.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $2435084.40        | $1847401.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $34000.00          | $26133.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $313600.00         | $243164.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $20000000.00       | $14366969.49       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $20000000.00       | $12819239.11       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 3.9700%  | 0.0000% | $3197120.00        | $2982182.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $1040000.00        | $1027679.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2884304.00        | $2816430.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4063340.80        | $4163806.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $5243240.00        | $5306977.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $750178.40         | $775967.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1033976.00        | $1067743.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $400.00            | $408.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1600188.80        | $1668266.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $2424710.40        | $2306824.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $14437018.00       | $12882226.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2807068.40        | $2873492.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $69205592.00       | $70825609.89       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $765658.40         | $757113.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $201838376.80      | $202679639.15      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $9442611.20        | $9840994.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $3443552.00        | $3414489.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $107402.00         | $111661.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $244055.60         | $253344.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $464692.00         | $477440.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $199036.00         | $207683.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-05-20      | 5.5000%  | 0.0000% | $878340.40         | $21467.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $1280.40           | $65.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $16885600.00       | $855112.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $538.40            | $22.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $887.60            | $50.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-05-20      | 4.5000%  | 0.0000% | $400.00            | $4.85              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $3097497.60        | $1286134.30        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $3492940.80        | $1394984.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.5000%  | 0.0000% | $12039820.80       | $9915857.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $319600.00         | $202249.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $6954777.60        | $4761039.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-15      | 5.4250%  | 0.0000% | $170575.60         | $130266.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.1989%  | 0.0000% | $428.40            | $426.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $6806220.00        | $3901742.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0989%  | 0.0000% | $12340320.00       | $12335418.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $20000000.00       | $13094770.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $82756576.00       | $51450081.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $216614.00         | $137079.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $13625537.20       | $8186875.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $27954582.00       | $16600453.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $20000000.00       | $13348278.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $10518988.00       | $6645646.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $53275200.00       | $33438480.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $19999027.20       | $9005941.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $17785180.80       | $11637728.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $22374226.40       | $15455857.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.9989%  | 0.0000% | $187320348.40      | $102520758.83      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.2289%  | 0.0000% | $945797.60         | $827312.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3989%  | 0.0000% | $9240560.00        | $4401268.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1489%  | 0.0000% | $18778944.00       | $15018071.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2989%  | 0.0000% | $274256.40         | $234105.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1489%  | 0.0000% | $512.00            | $395.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1989%  | 0.0000% | $5097548.80        | $3814996.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.1689%  | 0.0000% | $400.00            | $359.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.1689%  | 0.0000% | $18314640.00       | $15154427.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.3989%  | 0.0000% | $2594819.20        | $1984549.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.2989%  | 0.0000% | $19433800.00       | $17735860.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1489%  | 0.0000% | $5561470.80        | $5381470.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4989%  | 0.0000% | $403.20            | $393.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4989%  | 0.0000% | $1332578.40        | $1314253.11        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-02-19      | 0.0000%  | 0.0000% | $120.00            | $119.01            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-14      | 0.0000%  | 0.0000% | $40.00             | $39.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $409880.00         | $407938.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.5000%  | 0.0000% | $1597400.00        | $1688607.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $400.00            | $328.58            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $141120.00         | $115449.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $40.00             | $28.81             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $37960.00          | $29625.85          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $5931760.00        | $5006732.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $40.00             | $40.89             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $320.00            | $320.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $1999880.00        | $1898511.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $1851840.00        | $1876719.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $2560.00           | $2688.64           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 0.3750%  | 0.0000% | $23960.00          | $23931.34          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $40.00             | $40.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $2714800.00        | $2759888.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 3.6250%  | 0.0000% | $7647920.00        | $7701758.96        | U.S. Treasuries (including strips)        |

### Security 140: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.090000%
- **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: BIV982VE0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV982VE0
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2036-09-01      | 5.5000%  | 0.0000% | $1520.77           | $16.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $1463.85           | $27.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.5000%  | 0.0000% | $595.00            | $1.74              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $95142661.15       | $8005211.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $53629770.77       | $9195460.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $43975000.00       | $9499445.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $51680384.62       | $11511454.69       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 2.5000%  | 0.0000% | $506.92            | $149.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-07-01      | 3.5000%  | 0.0000% | $14998.85          | $8971.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 3.0000%  | 0.0000% | $499615.38         | $234833.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $379525.77         | $287919.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 4.0000%  | 0.0000% | $4324609.23        | $3251968.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $191537.69         | $165737.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $18076.92          | $10901.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $343145.00         | $240929.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $4367446.54        | $3112663.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $16818.46          | $15175.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $11561.92          | $10880.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $32055187.31       | $6469630.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1180496.54        | $925443.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $138408.46         | $129919.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $403.08            | $379.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $10307692.31       | $7985890.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $2056378.46        | $1963702.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $445474.62         | $436503.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $12112692.31       | $8108979.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1922.69           | $1543.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 7.5000%  | 0.0000% | $12589298.08       | $7202.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $16496841.15       | $14882189.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $2613515.38        | $469375.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 4.0000%  | 0.0000% | $8330547.69        | $1883260.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $6517992.69        | $1452699.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $711655.38         | $159049.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $694987.31         | $25893.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $56444.23          | $49600.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $79325.00          | $62180.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 4.5000%  | 0.0000% | $291500.00         | $277280.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $393.85            | $360.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $384.62            | $361.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $769.23            | $743.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $203268.08         | $187010.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $113245.00         | $112537.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $646909.23         | $574373.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $384.62            | $362.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $387.69            | $377.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $393.85            | $383.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $393.85            | $364.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $454509.23         | $288975.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $384.62            | $335.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1175791.54        | $712209.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $384.62            | $378.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $384.62            | $359.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $6548.46           | $6861.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $384.62            | $403.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1118641.54        | $1119763.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $384.62            | $395.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $394120.00         | $404828.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $384.62            | $386.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $384.62            | $398.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1621627.69        | $1649706.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $3180430.77        | $3233446.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $1015806.15        | $1000328.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $564779.23         | $566666.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $16803.85          | $16163.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $722590.00         | $723835.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $384.62            | $394.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $384.62            | $396.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.0000%  | 0.0000% | $303461.54         | $30040.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $28190358.85       | $6172642.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $384.62            | $98.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-07-01      | 4.0000%  | 0.0000% | $401.54            | $132.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $384.62            | $93.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1606096.92        | $461844.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $182461.54         | $38085.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $769.23            | $138.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $30493846.15       | $5606100.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $583461.54         | $102325.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $384.62            | $76.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-02-01      | 3.0000%  | 0.0000% | $3085310.77        | $2438813.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $37307.69          | $10373.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $384.62            | $85.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $492.31            | $193.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $384.62            | $157.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $12557692.31       | $6987537.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $384.62            | $251.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1141278.46        | $653708.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $384.62            | $269.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $767307.69         | $744756.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $168076.92         | $125291.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $143053.85         | $111632.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 3.0000%  | 0.0000% | $13164230.77       | $10156271.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1153.85           | $1215.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $769.23            | $818.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $384.62            | $312.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $384225.38         | $382009.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $36923.08          | $36794.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $384.62            | $298.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $384.62            | $71.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $2248807.69        | $907140.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3067926.15        | $384733.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $431.15            | $90.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $384.62            | $74.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $1183461.54        | $297014.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 2.0000%  | 0.0000% | $4945.00           | $1944.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $393.85            | $153.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $46538.46          | $18448.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $56780.38          | $34709.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $384.62            | $195.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $3461.54           | $1934.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $384.62            | $233.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $943846.15         | $626814.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $8702181.15        | $5654644.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1037690.77        | $676704.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $505384.62         | $329402.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $136923.08         | $95802.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $15670.77          | $11025.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $787.69            | $576.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $603461.54         | $452442.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2187045.38        | $1704422.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $23076.92          | $17431.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $384.62            | $299.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $400.00            | $316.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $25280.77          | $19824.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $384.62            | $240.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $384.62            | $328.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1901001.54        | $1626569.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $387.69            | $336.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $9751923.08        | $8082322.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $12500000.00       | $10826502.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $37974230.77       | $38863495.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $47816073.85       | $8389065.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $471807.69         | $503133.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $9278076.92        | $8000801.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $8287692.31        | $8092284.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $6072193.08        | $6207012.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $778.08            | $823.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $119341349.23      | $55732537.64       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2307692.31        | $2170657.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $19230384.62       | $18070350.53       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $3846153.85        | $3493440.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $13461538.46       | $12951712.84       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $3461538.46        | $3421284.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $18653460.77       | $18459713.46       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $19230769.23       | $19113589.61       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $21153846.15       | $21181786.98       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1730769.23        | $1743599.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $15384230.77       | $14623515.99       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $19230769.23       | $18886264.52       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.3743%  | 0.0000% | $11755882.31       | $3261794.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.4243%  | 0.0000% | $14954672.69       | $2266897.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.3743%  | 0.0000% | $13461538.46       | $2103874.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.4243%  | 0.0000% | $10784548.46       | $2846215.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.4489%  | 0.0000% | $38461538.46       | $38372437.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.4089%  | 0.0000% | $38461538.46       | $38479686.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.4743%  | 0.0000% | $1730769.23        | $321735.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.4734%  | 0.0000% | $13409615.38       | $3616530.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.4243%  | 0.0000% | $16057307.69       | $3132529.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.4743%  | 0.0000% | $12193351.54       | $2263695.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5243%  | 0.0000% | $10797298.08       | $2888108.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.3743%  | 0.0000% | $13668188.46       | $5924809.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.4243%  | 0.0000% | $11311377.69       | $2781544.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 4.4743%  | 0.0000% | $16008999.23       | $1638320.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.4743%  | 0.0000% | $12364615.38       | $2796166.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | 4.4234%  | 0.0000% | $9892912.31        | $3014518.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5243%  | 0.0000% | $12376794.62       | $2941641.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $38461538.46       | $25076463.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $20508901.15       | $12977730.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $38461538.46       | $23337529.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $28390139.23       | $18987277.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $23248857.31       | $14317791.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $19230769.23       | $13421791.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $24230769.23       | $15651182.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $28846153.85       | $17596686.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $14999178.46       | $8682315.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $58430521.92       | $36520775.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $19230769.23       | $13192154.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $19230769.23       | $13924732.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $19230769.23       | $13693909.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $22307692.31       | $13843153.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $19230769.23       | $12905213.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1989%  | 0.0000% | $38461538.46       | $14944858.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8489%  | 0.0000% | $14230769.23       | $4031661.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0489%  | 0.0000% | $19230769.23       | $13498057.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $11538461.54       | $6795665.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $19230769.23       | $14685793.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $15902313.08       | $8627737.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $13461538.46       | $8515792.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8489%  | 0.0000% | $10150907.31       | $6717273.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.9989%  | 0.0000% | $38461538.46       | $20121337.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0089%  | 0.0000% | $20288196.92       | $15084587.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $38461538.46       | $22403665.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.1989%  | 0.0000% | $38461538.46       | $15938728.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5989%  | 0.0000% | $38461538.46       | $13624354.85       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-05-28      | 0.0000%  | 0.0000% | $153.85            | $151.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 2.1250%  | 0.0000% | $38.46             | $58.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $38.46             | $35.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $38.46             | $30.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $38.46             | $32.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $269.23            | $191.68            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $1185923.08        | $911068.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $38.46             | $28.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $592230.77         | $361294.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $8846000.00        | $6656626.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $38.46             | $19.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $54961.54          | $28148.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $38.46             | $20.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $115.38            | $75.11             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $16970538.46       | $10140109.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $38.46             | $24.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $38.46             | $29.13             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $346.15            | $294.66            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $76.92             | $71.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $38.46             | $37.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $33778692.31       | $34528065.88       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $6202615.38        | $6209622.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $115.38            | $115.66            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $769.23            | $791.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $3653.85           | $3702.93           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $343769.23         | $359353.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $153.85            | $151.58            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $6622692.31        | $6471019.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $76.92             | $75.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 2.2500%  | 0.0000% | $38.46             | $38.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $115.38            | $114.92            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 0.3750%  | 0.0000% | $307.69            | $409.39            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $16171884.62       | $15916237.86       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $3228461.54        | $3887428.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $153.85            | $146.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $10375230.77       | $9807016.09        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $137961.54         | $124313.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $38.46             | $37.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $1007192.31        | $989973.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $76.92             | $72.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 1.7500%  | 0.0000% | $38.46             | $36.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $344038.46         | $372075.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $2199346.15        | $2177643.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $12660615.38       | $12544531.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $115.38            | $114.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $38.46             | $37.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $7011538.46        | $7017302.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $4022923.08        | $3994802.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $38.46             | $39.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $5200423.08        | $5360576.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $38.46             | $38.90             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $44269.23          | $47075.59          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $23235461.54       | $23854901.61       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $76.92             | $77.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $38.46             | $38.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $38.46             | $39.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-07-15      | 1.3750%  | 0.0000% | $307.69            | $326.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $15563153.85       | $15768111.02       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $3344115.38        | $3415202.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $4381038.46        | $4464394.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $6664692.31        | $6922258.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $13550346.15       | $13752165.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 4.6250%  | 0.0000% | $38.46             | $39.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $147230.77         | $148972.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $106356423.08      | $106822495.14      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $1175269.23        | $1203864.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $901923.08         | $939403.02         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $1538461.54        | $1575436.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $37269.23          | $38420.76          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $2124500.00        | $2165847.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $12230.77          | $13074.72          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $1394346.15        | $1483296.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $38.46             | $39.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $38.46             | $39.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $346.15            | $347.00            | U.S. Treasuries (including strips)        |

### Security 141: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982Y49, C.3 - LEI: N/A, C.5 - Other ID: BIV982Y49
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-09-03      | 0.0000%  | 0.0000% | $247450900.00      | $240865736.65      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-28      | 0.0000%  | 0.0000% | $131758700.00      | $129387438.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $900.00            | $883.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $86989000.00       | $77153246.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $400.00            | $286.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $233321800.00      | $139412697.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $262094900.00      | $149936981.32      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $174.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $69769600.00       | $65296284.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $113155700.00      | $105102226.18      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $231727400.00      | $212501574.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $6002100.00        | $6008880.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $101614700.00      | $98839503.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $271235300.00      | $284864759.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 1.6250%  | 0.0000% | $15000.00          | $15001.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $400.00            | $399.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $35500.00          | $34358.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $200.00            | $200.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $8000.00           | $8226.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $4406000.00        | $4515083.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $15893700.00       | $16055581.99       | U.S. Treasuries (including strips) |

### Security 142: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982YA5, C.3 - LEI: N/A, C.5 - Other ID: BIV982YA5
- **C.18 - Value (incl. sponsor support):** $3970000000.00
- **C.18.a - Value (excl. sponsor support):** $3970000000.00
- **C.19 - Percentage of Net Assets:** 5.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $60000000.00       | $59523148.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $22000000.00       | $21574845.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $44800000.00       | $39277359.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $109600000.00      | $110853061.57      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $308914600.00      | $300311951.34      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $250000000.00      | $252958323.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $1254119900.00     | $1306235592.58     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $491314000.00      | $515933402.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $521650000.00      | $529541645.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $889089200.00      | $913190751.49      | U.S. Treasuries (including strips) |

### Security 143: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982YC1, C.3 - LEI: N/A, C.5 - Other ID: BIV982YC1
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 6.5100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $11402580.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $130000000.00      | $69282720.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.0000%  | 0.0000% | $296000000.00      | $132495520.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 0.0000%  | 0.0000% | $123000000.00      | $54294414.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $112000000.00      | $46792928.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $49047278.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $900000.00         | $365957.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $131500000.00      | $50158308.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $87000000.00       | $32791866.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $207000000.00      | $75110157.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $103758700.00      | $36187506.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $10000000.00       | $3353770.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $180000000.00      | $49738500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $488551600.00      | $133508938.49      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 0.0000%  | 0.0000% | $215000000.00      | $55262955.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $50000000.00       | $50469297.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $182315600.00      | $183627431.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $216627400.00      | $225307810.62      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $949468000.00      | $970776191.67      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 0.0000%  | 0.0000% | $229000000.00      | $168486750.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 0.0000%  | 0.0000% | $500598.91         | $342204.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $140000000.00      | $93301320.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $233000000.00      | $151479824.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 0.0000%  | 0.0000% | $391000000.00      | $241087863.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 0.0000%  | 0.0000% | $310000000.00      | $231034320.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 0.0000%  | 0.0000% | $353000000.00      | $256759139.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-11-15      | 0.0000%  | 0.0000% | $270000000.00      | $168570180.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-08-15      | 0.0000%  | 0.0000% | $272000000.00      | $163218496.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $101005000.00      | $28436139.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $157020980.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $86991054.00       | $24130796.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $17741000.00       | $4868414.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4809438.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $207000000.00      | $115696854.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $153000000.00      | $83008314.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $170000000.00      | $89524720.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2735230.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $53115667.00       | $14193196.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $16058000.00       | $4240516.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $20606244.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $148000000.00      | $72418916.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $36160192.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $280000000.00      | $129420760.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $66145085.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $184000000.00      | $82681320.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $37679055.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 0.0000%  | 0.0000% | $235000000.00      | $99572555.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 0.0000%  | 0.0000% | $94000000.00       | $39259758.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $84849170.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $83000000.00       | $29789613.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $183000000.00      | $64127226.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.0000%  | 0.0000% | $15000.00          | $14815.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $99000000.00       | $30991950.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $23550320.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $45654000.00       | $13255182.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $22702279.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $13856779.13       | U.S. Treasuries (including strips) |

### Security 144: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982YE7, C.3 - LEI: N/A, C.5 - Other ID: BIV982YE7
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 4.5600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Bond 4.75 11/15/2043    | 2043-11-15      | 4.7500%  | 0.0000% | $3500000000.00     | $461841840.00      | U.S. Treasuries (including strips) |
| TII Note 1.125 01/15/2033 | 2033-01-15      | 1.1250%  | 0.0000% | $3500000000.00     | $145556989.40      | U.S. Treasuries (including strips) |
| T Note 3.5 02/15/2033     | 2033-02-15      | 3.5000%  | 0.0000% | $3500000000.00     | $198544162.00      | U.S. Treasuries (including strips) |
| T Note 3.375 05/15/2033   | 2033-05-15      | 3.3750%  | 0.0000% | $3500000000.00     | $389656692.00      | U.S. Treasuries (including strips) |
| TII Note 1.375 07/15/2033 | 2033-07-15      | 1.3750%  | 0.0000% | $3500000000.00     | $65808479.58       | U.S. Treasuries (including strips) |
| T Note 4.5 11/15/2033     | 2033-11-15      | 4.5000%  | 0.0000% | $3500000000.00     | $183321869.50      | U.S. Treasuries (including strips) |
| TII Note 1.75 01/15/2034  | 2034-01-15      | 1.7500%  | 0.0000% | $3500000000.00     | $173538140.60      | U.S. Treasuries (including strips) |
| T Note 4 02/15/2034       | 2034-02-15      | 4.0000%  | 0.0000% | $3500000000.00     | $459706189.50      | U.S. Treasuries (including strips) |
| T Note 4.375 05/15/2034   | 2034-05-15      | 4.3750%  | 0.0000% | $3500000000.00     | $477393613.50      | U.S. Treasuries (including strips) |
| TII Note 1.875 07/15/2035 | 2035-07-15      | 1.8750%  | 0.0000% | $3500000000.00     | $1014632151.00     | U.S. Treasuries (including strips) |

### Security 145: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982YL1, C.3 - LEI: N/A, C.5 - Other ID: BIV982YL1
- **C.18 - Value (incl. sponsor support):** $2840000000.00
- **C.18.a - Value (excl. sponsor support):** $2840000000.00
- **C.19 - Percentage of Net Assets:** 3.7000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $437000000.00      | $432723175.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $538576900.00      | $472858014.88      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $435000000.00      | $446512384.34      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $418230000.00      | $430109461.74      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $367529000.00      | $383011423.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $420272000.00      | $431734753.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $295944000.00      | $299850861.39      | U.S. Treasuries (including strips) |

### Security 146: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982YQ0, C.3 - LEI: N/A, C.5 - Other ID: BIV982YQ0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $16189500.00       | $17003254.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $21200.00          | $22027.08          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $161535600.00      | $124097428.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $50350000.00       | $32613910.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $13499000.00       | $7865015.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $71.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $10600.00          | $7647.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $1000.00           | $987.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $1700.00           | $1508.46           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $400.00            | $406.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $677600.00         | $694375.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-11-15      | 4.0000%  | 0.0000% | $21696000.00       | $21693211.28       | U.S. Treasuries (including strips) |

### Security 147: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.090000%
- **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: BIV982Z63, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV982Z63
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2050-02-20      | 3.0000%  | 0.0000% | $44981597.00       | $7151893.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $49998000.00       | $10723635.31       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $40547200.00       | $8660096.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $12002.00          | $5861.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $55524000.00       | $41538823.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $46290428.00       | $38116001.14       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $3826977.00        | $2021038.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $109949764.00      | $103317266.70      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $29161577.00       | $29782426.97       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $7726287.00        | $8006164.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $49882724.00       | $50248164.84       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2700172.00        | $2672126.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $87569912.00       | $84566605.39       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $4026.00           | $4028.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $242000.00         | $222653.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $45467012.00       | $44652504.81       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $144791311.00      | $147126070.89      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-20      | 5.3750%  | 0.0000% | $4104.00           | $38.51             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 5.8750%  | 0.0000% | $2800.00           | $10.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 4.7500%  | 0.0000% | $1143.00           | $5.05              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $46157310.00       | $47954740.19       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $34460350.00       | $34986732.38       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $5268.00           | $5375.21           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2030-07-15      | 0.1250%  | 0.0000% | $40169400.00       | $48391241.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $32335200.00       | $38079599.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $50000000.00       | $53178644.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-07-15      | 1.3750%  | 0.0000% | $91700600.00       | $97290920.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $16240400.00       | $17388927.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $23264300.00       | $24080185.61       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-07-15      | 1.8750%  | 0.0000% | $28001900.00       | $28828277.28       | U.S. Treasuries (including strips)        |

### Security 148: Societe Generale

- **C.1 - Title:** Societe Generale 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9831C5, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9831C5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $85301250.00       | $67624566.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $249499500.00      | $187376123.25      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $35044000.00       | $41286651.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $68749500.00       | $77678738.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $89349000.00       | $88297784.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $6101500.00        | $6181853.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $39427000.00       | $41552750.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1041.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $500.00            | $513.51            | U.S. Treasuries (including strips) |

### Security 149: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9831F8, C.3 - LEI: N/A, C.5 - Other ID: BIV9831F8
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $13000000.00       | $13968473.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $75740000.00       | $67496842.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $209000000.00      | $160561278.57      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $376700.00         | $288147.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $592000.00         | $392087.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $444300000.00      | $254171297.49      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $309427000.00      | $258112491.35      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $64685200.00       | $61009422.03       | U.S. Treasuries (including strips) |

### Security 150: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV983606, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV983606
- **C.18 - Value (incl. sponsor support):** $745331904.80
- **C.18.a - Value (excl. sponsor support):** $745331904.80
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $241700000.00      | $253785000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $255938571.43      | $268735500.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $236008571.43      | $247809000.00      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2025-12-05

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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