# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001193125-25-271522
**Filing Date:** 2025-11
**Character Count:** 1073515
**Document Hash:** c1afdf52bbbfc140de5271df5a81a592
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271522.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271522

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**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:** 251461224

**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):** 2025-10-31

**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:** 21 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $82395120943.00

- **Amortized Cost of Portfolio Securities:** $82380665088.05

- **Cash:** $3517813811.61

- **Total Other Assets:** $234641889.91

- **Total Liabilities:** $1340265478.55

- **Net Assets of Series:** $84792855311.02

- **Number of Shares Outstanding (Series):** 84809949580.5600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $34879719411.51           | $55978950225.88            | 46.6200%                  | 74.8200%                   |
| 2025-10-02 | $33713797183.32           | $55302339897.95            | 45.4800%                  | 74.6000%                   |
| 2025-10-03 | $34776089491.86           | $55515916016.02            | 46.7700%                  | 74.6700%                   |
| 2025-10-06 | $34103144312.49           | $54889566550.93            | 46.2500%                  | 74.4500%                   |
| 2025-10-07 | $35036885277.80           | $55778547494.81            | 46.9500%                  | 74.7400%                   |
| 2025-10-08 | $33856087775.39           | $55369165885.85            | 45.4300%                  | 74.3000%                   |
| 2025-10-09 | $32892766098.89           | $54723391828.40            | 44.5400%                  | 74.1000%                   |
| 2025-10-10 | $32675940401.28           | $54594197559.36            | 44.3300%                  | 74.0600%                   |
| 2025-10-13 | $32675940401.28           | $54594197559.36            | 44.3300%                  | 74.0600%                   |
| 2025-10-14 | $32709132428.88           | $53484727264.94            | 45.0300%                  | 73.6400%                   |
| 2025-10-15 | $33592208002.00           | $54447953782.20            | 45.6300%                  | 73.9700%                   |
| 2025-10-16 | $34829303259.83           | $57180733801.94            | 45.6200%                  | 74.9000%                   |
| 2025-10-17 | $36506818673.11           | $59113132548.56            | 46.5500%                  | 75.3800%                   |
| 2025-10-20 | $39859833900.71           | $62767190157.77            | 48.5000%                  | 76.3800%                   |
| 2025-10-21 | $42534005509.30           | $63439256695.23            | 51.4100%                  | 76.6700%                   |
| 2025-10-22 | $40751000792.42           | $63456513960.50            | 49.4400%                  | 76.9800%                   |
| 2025-10-23 | $39797171290.72           | $62854665093.90            | 48.6400%                  | 76.8200%                   |
| 2025-10-24 | $35536175319.36           | $59343878646.30            | 45.3800%                  | 75.7800%                   |
| 2025-10-27 | $36671913202.78           | $60115447720.08            | 46.3300%                  | 75.9500%                   |
| 2025-10-28 | $41368431387.87           | $60835921780.13            | 51.7200%                  | 76.0500%                   |
| 2025-10-29 | $43461629766.37           | $63429168235.52            | 52.3800%                  | 76.4400%                   |
| 2025-10-30 | $40250173621.25           | $64219746137.07            | 47.8500%                  | 76.3500%                   |
| 2025-10-31 | $42167568788.09           | $66612512933.90            | 48.9600%                  | 77.3400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2100%             |
| 2025-10-02 | 4.2100%             |
| 2025-10-03 | 4.2100%             |
| 2025-10-06 | 4.2000%             |
| 2025-10-07 | 4.2000%             |
| 2025-10-08 | 4.1900%             |
| 2025-10-09 | 4.1900%             |
| 2025-10-10 | 4.1800%             |
| 2025-10-13 | 4.1700%             |
| 2025-10-14 | 4.1700%             |
| 2025-10-15 | 4.1800%             |
| 2025-10-16 | 4.1900%             |
| 2025-10-17 | 4.2000%             |
| 2025-10-20 | 4.2300%             |
| 2025-10-21 | 4.2300%             |
| 2025-10-22 | 4.2300%             |
| 2025-10-23 | 4.2200%             |
| 2025-10-24 | 4.2200%             |
| 2025-10-27 | 4.2200%             |
| 2025-10-28 | 4.2300%             |
| 2025-10-29 | 4.2400%             |
| 2025-10-30 | 4.2300%             |
| 2025-10-31 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0000                      |
|  |  |
| 2025-10-02 | 1.0000                      |
|  |  |
| 2025-10-03 | 1.0000                      |
|  |  |
| 2025-10-06 | 0.9999                      |
|  |  |
| 2025-10-07 | 0.9999                      |
|  |  |
| 2025-10-08 | 0.9999                      |
|  |  |
| 2025-10-09 | 0.9999                      |
|  |  |
| 2025-10-10 | 1.0000                      |
|  |  |
| 2025-10-13 | 0.9999                      |
|  |  |
| 2025-10-14 | 0.9999                      |
|  |  |
| 2025-10-15 | 0.9999                      |
|  |  |
| 2025-10-16 | 0.9999                      |
|  |  |
| 2025-10-17 | 1.0000                      |
|  |  |
| 2025-10-20 | 1.0000                      |
|  |  |
| 2025-10-21 | 1.0000                      |
|  |  |
| 2025-10-22 | 1.0000                      |
|  |  |
| 2025-10-23 | 1.0000                      |
|  |  |
| 2025-10-24 | 1.0000                      |
|  |  |
| 2025-10-27 | 1.0000                      |
|  |  |
| 2025-10-28 | 1.0000                      |
|  |  |
| 2025-10-29 | 0.9999                      |
|  |  |
| 2025-10-30 | 0.9999                      |
|  |  |
| 2025-10-31 | 1.0000                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $871880717.83

- **Number of Shares Outstanding:** 872089865.7500

- **Expense Reimbursement/Waiver:** 852.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0000          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 1.0000          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $3051058.76               | $1468.28                |
| 2025-10-02 | $0.00                     | $631750.00              |
| 2025-10-03 | $2816899.00               | $0.00                   |
| 2025-10-06 | $1435000.00               | $34420.37               |
| 2025-10-07 | $146000.00                | $1.00                   |
| 2025-10-08 | $15.00                    | $440550.00              |
| 2025-10-09 | $0.00                     | $17000.00               |
| 2025-10-10 | $0.00                     | $1841179.42             |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $336216.00              |
| 2025-10-15 | $297919.50                | $10521.00               |
| 2025-10-16 | $1420000.00               | $2980996.91             |
| 2025-10-17 | $228909.07                | $0.00                   |
| 2025-10-20 | $0.00                     | $2635434.49             |
| 2025-10-21 | $2211382.25               | $0.00                   |
| 2025-10-22 | $0.00                     | $6000.00                |
| 2025-10-23 | $183422612.12             | $230000000.00           |
| 2025-10-24 | $65269.00                 | $1686000.00             |
| 2025-10-27 | $7569000.00               | $9000.00                |
| 2025-10-28 | $1268000.00               | $0.00                   |
| 2025-10-29 | $1814022.71               | $0.00                   |
| 2025-10-30 | $0.00                     | $490166.96              |
| 2025-10-31 | $110000.00                | $3885749.75             |

**Total Gross Subscriptions (Month):** $205856087.41

**Total Gross Redemptions (Month):** $245006454.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9800%           |
| 2025-10-02 | 3.9800%           |
| 2025-10-03 | 3.9700%           |
| 2025-10-06 | 3.9700%           |
| 2025-10-07 | 3.9600%           |
| 2025-10-08 | 3.9600%           |
| 2025-10-09 | 3.9500%           |
| 2025-10-10 | 3.9400%           |
| 2025-10-13 | 3.9300%           |
| 2025-10-14 | 3.9300%           |
| 2025-10-15 | 3.9400%           |
| 2025-10-16 | 3.9600%           |
| 2025-10-17 | 3.9700%           |
| 2025-10-20 | 3.9900%           |
| 2025-10-21 | 3.9900%           |
| 2025-10-22 | 3.9900%           |
| 2025-10-23 | 3.9900%           |
| 2025-10-24 | 3.9800%           |
| 2025-10-27 | 3.9900%           |
| 2025-10-28 | 3.9900%           |
| 2025-10-29 | 4.0000%           |
| 2025-10-30 | 3.9900%           |
| 2025-10-31 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 76.5400%         | 0.0000%              |
| Non-financial corporation                           |  | 14.3400%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $63736300371.61

- **Number of Shares Outstanding:** 63749774076.6310

- **Expense Reimbursement/Waiver:** 55986.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0000          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $1992882326.58            | $2556972710.78          |
| 2025-10-02 | $1317575552.74            | $1533065798.85          |
| 2025-10-03 | $1383374856.49            | $1222989182.28          |
| 2025-10-06 | $716045336.25             | $676074451.81           |
| 2025-10-07 | $1388945241.19            | $646893712.68           |
| 2025-10-08 | $922468596.32             | $1070248294.17          |
| 2025-10-09 | $1025632358.04            | $1963935176.19          |
| 2025-10-10 | $840856845.89             | $1051038689.94          |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $1061226260.19            | $1628798419.30          |
| 2025-10-15 | $1801436344.63            | $1588017607.16          |
| 2025-10-16 | $1667636010.91            | $702631894.11           |
| 2025-10-17 | $2194144592.45            | $1118354011.79          |
| 2025-10-20 | $2701871278.21            | $988915693.91           |
| 2025-10-21 | $2275013470.67            | $1125478693.67          |
| 2025-10-22 | $895730235.28             | $1848515860.95          |
| 2025-10-23 | $1745201139.53            | $1553006021.95          |
| 2025-10-24 | $859430050.90             | $3118842010.83          |
| 2025-10-27 | $3332581623.12            | $1707789772.63          |
| 2025-10-28 | $1804318517.94            | $1100598835.49          |
| 2025-10-29 | $2623941404.94            | $1265920484.48          |
| 2025-10-30 | $1781683837.08            | $1677447457.08          |
| 2025-10-31 | $4105193677.55            | $3245724911.80          |

**Total Gross Subscriptions (Month):** $38437189556.90

**Total Gross Redemptions (Month):** $33391259691.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0600%           |
| 2025-10-02 | 4.0600%           |
| 2025-10-03 | 4.0500%           |
| 2025-10-06 | 4.0500%           |
| 2025-10-07 | 4.0400%           |
| 2025-10-08 | 4.0400%           |
| 2025-10-09 | 4.0300%           |
| 2025-10-10 | 4.0200%           |
| 2025-10-13 | 4.0100%           |
| 2025-10-14 | 4.0100%           |
| 2025-10-15 | 4.0200%           |
| 2025-10-16 | 4.0400%           |
| 2025-10-17 | 4.0500%           |
| 2025-10-20 | 4.0700%           |
| 2025-10-21 | 4.0700%           |
| 2025-10-22 | 4.0700%           |
| 2025-10-23 | 4.0700%           |
| 2025-10-24 | 4.0600%           |
| 2025-10-27 | 4.0700%           |
| 2025-10-28 | 4.0700%           |
| 2025-10-29 | 4.0800%           |
| 2025-10-30 | 4.0700%           |
| 2025-10-31 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.4600%          | 0.0000%              |
| Non-financial corporation                           |  | 32.2000%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $110678461.29

- **Number of Shares Outstanding:** 110704121.9000

- **Expense Reimbursement/Waiver:** 108.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0000          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0000          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $2443604.49               | $1742052.56             |
| 2025-10-02 | $543596.50                | $2144784.90             |
| 2025-10-03 | $2354221.52               | $1174153.14             |
| 2025-10-06 | $916524.95                | $2690768.01             |
| 2025-10-07 | $10023858.22              | $838614.57              |
| 2025-10-08 | $1172460.14               | $2611654.70             |
| 2025-10-09 | $1052326.46               | $1348819.82             |
| 2025-10-10 | $278561.92                | $774338.62              |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $3111844.61               | $657877.14              |
| 2025-10-15 | $3753289.03               | $3090324.05             |
| 2025-10-16 | $181421.07                | $7148054.57             |
| 2025-10-17 | $1210080.73               | $923441.09              |
| 2025-10-20 | $1505603.15               | $1066216.71             |
| 2025-10-21 | $1549922.43               | $4176141.75             |
| 2025-10-22 | $1133711.47               | $1184652.38             |
| 2025-10-23 | $933146.03                | $1181748.74             |
| 2025-10-24 | $1198851.04               | $1004253.51             |
| 2025-10-27 | $1251702.53               | $395876.31              |
| 2025-10-28 | $3219777.61               | $84282.57               |
| 2025-10-29 | $351476.23                | $2489293.50             |
| 2025-10-30 | $779555.21                | $3192412.35             |
| 2025-10-31 | $1434848.15               | $1579438.85             |

**Total Gross Subscriptions (Month):** $40400383.49

**Total Gross Redemptions (Month):** $41499199.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5100%           |
| 2025-10-02 | 3.5100%           |
| 2025-10-03 | 3.5000%           |
| 2025-10-06 | 3.5000%           |
| 2025-10-07 | 3.4900%           |
| 2025-10-08 | 3.4900%           |
| 2025-10-09 | 3.4800%           |
| 2025-10-10 | 3.4700%           |
| 2025-10-13 | 3.4600%           |
| 2025-10-14 | 3.4600%           |
| 2025-10-15 | 3.4700%           |
| 2025-10-16 | 3.4900%           |
| 2025-10-17 | 3.5000%           |
| 2025-10-20 | 3.5200%           |
| 2025-10-21 | 3.5200%           |
| 2025-10-22 | 3.5200%           |
| 2025-10-23 | 3.5200%           |
| 2025-10-24 | 3.5100%           |
| 2025-10-27 | 3.5200%           |
| 2025-10-28 | 3.5200%           |
| 2025-10-29 | 3.5300%           |
| 2025-10-30 | 3.5200%           |
| 2025-10-31 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 36.1900%         | 0.0000%              |
| Retail investor           |  | 7.1800%          | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1044342720.87

- **Number of Shares Outstanding:** 1044611094.0400

- **Expense Reimbursement/Waiver:** 1025.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $7487833.07               | $34740942.90            |
| 2025-10-02 | $18473232.82              | $9211916.54             |
| 2025-10-03 | $4052422.31               | $36397949.31            |
| 2025-10-06 | $4443010.41               | $21333749.51            |
| 2025-10-07 | $11815507.69              | $4253065.98             |
| 2025-10-08 | $5084338.21               | $7934730.94             |
| 2025-10-09 | $3666139.86               | $9637689.34             |
| 2025-10-10 | $7004459.18               | $4495758.95             |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $11309935.82              | $70770140.64            |
| 2025-10-15 | $33977078.20              | $7791294.20             |
| 2025-10-16 | $8891443.78               | $16749684.58            |
| 2025-10-17 | $10834355.40              | $20562216.52            |
| 2025-10-20 | $12058441.60              | $4062917.58             |
| 2025-10-21 | $34091302.00              | $4336142.39             |
| 2025-10-22 | $9232665.46               | $5995667.21             |
| 2025-10-23 | $10816899.42              | $12719021.83            |
| 2025-10-24 | $6184861.39               | $7664393.81             |
| 2025-10-27 | $15823332.39              | $50756444.89            |
| 2025-10-28 | $6466840.18               | $12836625.69            |
| 2025-10-29 | $4559872.44               | $4951328.53             |
| 2025-10-30 | $3237613.54               | $7633868.98             |
| 2025-10-31 | $8397246.25               | $7719788.38             |

**Total Gross Subscriptions (Month):** $237908831.42

**Total Gross Redemptions (Month):** $362555338.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7600%           |
| 2025-10-02 | 3.7600%           |
| 2025-10-03 | 3.7500%           |
| 2025-10-06 | 3.7500%           |
| 2025-10-07 | 3.7400%           |
| 2025-10-08 | 3.7400%           |
| 2025-10-09 | 3.7300%           |
| 2025-10-10 | 3.7200%           |
| 2025-10-13 | 3.7100%           |
| 2025-10-14 | 3.7100%           |
| 2025-10-15 | 3.7200%           |
| 2025-10-16 | 3.7400%           |
| 2025-10-17 | 3.7500%           |
| 2025-10-20 | 3.7700%           |
| 2025-10-21 | 3.7700%           |
| 2025-10-22 | 3.7700%           |
| 2025-10-23 | 3.7700%           |
| 2025-10-24 | 3.7600%           |
| 2025-10-27 | 3.7700%           |
| 2025-10-28 | 3.7700%           |
| 2025-10-29 | 3.7800%           |
| 2025-10-30 | 3.7700%           |
| 2025-10-31 | 3.7600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 49.0000%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.6600%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $419602343.63

- **Number of Shares Outstanding:** 419694714.0500

- **Expense Reimbursement/Waiver:** 411.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0000          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0000          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0000          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0000          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $3786836.47               | $96161.57               |
| 2025-10-02 | $1603315.38               | $125544.61              |
| 2025-10-03 | $12831062.44              | $208331.43              |
| 2025-10-06 | $14109603.51              | $138450.04              |
| 2025-10-07 | $13928107.85              | $21358.97               |
| 2025-10-08 | $6685.58                  | $7590073.65             |
| 2025-10-09 | $16.09                    | $1173903.60             |
| 2025-10-10 | $28605506.80              | $1207921.88             |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $120962.25                | $35794914.41            |
| 2025-10-15 | $10857524.59              | $148816.19              |
| 2025-10-16 | $4288594.22               | $3910.36                |
| 2025-10-17 | $10537.43                 | $3467470.22             |
| 2025-10-20 | $288416.49                | $2545639.09             |
| 2025-10-21 | $5383965.77               | $15541.60               |
| 2025-10-22 | $150172.90                | $4315448.64             |
| 2025-10-23 | $355816.33                | $2271131.07             |
| 2025-10-24 | $216717.51                | $6752049.02             |
| 2025-10-27 | $253901.93                | $9860710.90             |
| 2025-10-28 | $219635.43                | $5393699.91             |
| 2025-10-29 | $643332.51                | $12430744.03            |
| 2025-10-30 | $1393960.51               | $398178.56              |
| 2025-10-31 | $12279675.90              | $141364.80              |

**Total Gross Subscriptions (Month):** $111334347.89

**Total Gross Redemptions (Month):** $94101364.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.1900%           |
| 2025-10-02 | 3.1900%           |
| 2025-10-03 | 3.1800%           |
| 2025-10-06 | 3.1800%           |
| 2025-10-07 | 3.1700%           |
| 2025-10-08 | 3.1700%           |
| 2025-10-09 | 3.1600%           |
| 2025-10-10 | 3.1500%           |
| 2025-10-13 | 3.1400%           |
| 2025-10-14 | 3.1400%           |
| 2025-10-15 | 3.1500%           |
| 2025-10-16 | 3.1700%           |
| 2025-10-17 | 3.1800%           |
| 2025-10-20 | 3.2000%           |
| 2025-10-21 | 3.2000%           |
| 2025-10-22 | 3.2000%           |
| 2025-10-23 | 3.2000%           |
| 2025-10-24 | 3.1900%           |
| 2025-10-27 | 3.2000%           |
| 2025-10-28 | 3.2000%           |
| 2025-10-29 | 3.2100%           |
| 2025-10-30 | 3.2000%           |
| 2025-10-31 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 93.5800%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $140972532.56

- **Number of Shares Outstanding:** 141005983.0000

- **Expense Reimbursement/Waiver:** 139.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 1.0000          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0000          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $2251881.56               | $3206563.07             |
| 2025-10-02 | $1813867.34               | $8627791.03             |
| 2025-10-03 | $5025399.16               | $3386557.43             |
| 2025-10-06 | $117766.02                | $4341675.83             |
| 2025-10-07 | $7678910.85               | $512884.55              |
| 2025-10-08 | $785747.00                | $6375600.11             |
| 2025-10-09 | $1569067.18               | $9596924.42             |
| 2025-10-10 | $5237970.55               | $508489.42              |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $2155075.14               | $5151963.99             |
| 2025-10-15 | $18518161.36              | $107641.16              |
| 2025-10-16 | $3906047.67               | $6969151.28             |
| 2025-10-17 | $11825336.50              | $2111838.85             |
| 2025-10-20 | $10999017.59              | $3790131.78             |
| 2025-10-21 | $8146090.42               | $3509804.34             |
| 2025-10-22 | $18415572.68              | $6776995.10             |
| 2025-10-23 | $40908.79                 | $5798700.60             |
| 2025-10-24 | $3891095.96               | $20377089.17            |
| 2025-10-27 | $18088489.35              | $10333167.23            |
| 2025-10-28 | $6650951.68               | $19739379.88            |
| 2025-10-29 | $2206678.28               | $3095259.09             |
| 2025-10-30 | $15515.20                 | $11102519.89            |
| 2025-10-31 | $5224034.91               | $3876176.73             |

**Total Gross Subscriptions (Month):** $134563585.19

**Total Gross Redemptions (Month):** $139296304.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9000%           |
| 2025-10-02 | 3.9000%           |
| 2025-10-03 | 3.8900%           |
| 2025-10-06 | 3.8900%           |
| 2025-10-07 | 3.8800%           |
| 2025-10-08 | 3.8800%           |
| 2025-10-09 | 3.8700%           |
| 2025-10-10 | 3.8600%           |
| 2025-10-13 | 3.8500%           |
| 2025-10-14 | 3.8500%           |
| 2025-10-15 | 3.8600%           |
| 2025-10-16 | 3.8800%           |
| 2025-10-17 | 3.8900%           |
| 2025-10-20 | 3.9100%           |
| 2025-10-21 | 3.9100%           |
| 2025-10-22 | 3.9100%           |
| 2025-10-23 | 3.9100%           |
| 2025-10-24 | 3.9000%           |
| 2025-10-27 | 3.9100%           |
| 2025-10-28 | 3.9100%           |
| 2025-10-29 | 3.9200%           |
| 2025-10-30 | 3.9100%           |
| 2025-10-31 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 35.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 44.0600%         | 0.0000%              |
| Non-financial corporation                           |  | 5.0000%          | 0.0000%              |
| Non-profit                                          |  | 5.5000%          | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $249609618.83

- **Number of Shares Outstanding:** 249684101.2900

- **Expense Reimbursement/Waiver:** 269.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0000          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $5644187.39               | $323138.82              |
| 2025-10-02 | $10000000.00              | $2825000.00             |
| 2025-10-03 | $274000.00                | $415070.00              |
| 2025-10-06 | $2733750.00               | $50000000.00            |
| 2025-10-07 | $3640000.00               | $300.00                 |
| 2025-10-08 | $2230000.00               | $100698.82              |
| 2025-10-09 | $15745000.00              | $12275000.00            |
| 2025-10-10 | $242000.00                | $21855686.36            |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $4671000.00             |
| 2025-10-15 | $2470000.00               | $5800042.00             |
| 2025-10-16 | $0.00                     | $2178390.41             |
| 2025-10-17 | $2631000.00               | $1351750.00             |
| 2025-10-20 | $19918000.00              | $115000.00              |
| 2025-10-21 | $0.00                     | $4830000.00             |
| 2025-10-22 | $968750.00                | $86419.02               |
| 2025-10-23 | $4500.00                  | $2391000.00             |
| 2025-10-24 | $7000000.00               | $14443156.35            |
| 2025-10-27 | $11015500.00              | $22700000.00            |
| 2025-10-28 | $340000.00                | $11800000.00            |
| 2025-10-29 | $9134000.00               | $20252.10               |
| 2025-10-30 | $4871000.00               | $588000.00              |
| 2025-10-31 | $4426100.00               | $19337242.00            |

**Total Gross Subscriptions (Month):** $103287787.39

**Total Gross Redemptions (Month):** $178107145.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0200%           |
| 2025-10-06 | 4.0200%           |
| 2025-10-07 | 4.0100%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0000%           |
| 2025-10-10 | 3.9900%           |
| 2025-10-13 | 3.9800%           |
| 2025-10-14 | 3.9800%           |
| 2025-10-15 | 3.9900%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0200%           |
| 2025-10-20 | 4.0400%           |
| 2025-10-21 | 4.0400%           |
| 2025-10-22 | 4.0400%           |
| 2025-10-23 | 4.0400%           |
| 2025-10-24 | 4.0300%           |
| 2025-10-27 | 4.0400%           |
| 2025-10-28 | 4.0400%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 68.2700%         | 0.0000%              |
| Non-financial corporation                           |  | 26.0400%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $16008182566.28

- **Number of Shares Outstanding:** 16010387635.6300

- **Expense Reimbursement/Waiver:** 10479.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0000          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0000          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0000          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $137171366.66             | $492331587.55           |
| 2025-10-02 | $784533008.34             | $62775009.27            |
| 2025-10-03 | $458047544.00             | $400308924.00           |
| 2025-10-06 | $163941801.00             | $509616016.93           |
| 2025-10-07 | $166237164.23             | $85667300.26            |
| 2025-10-08 | $122550028.45             | $222443385.08           |
| 2025-10-09 | $149985000.00             | $418723068.00           |
| 2025-10-10 | $277978686.00             | $191595337.75           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $679854758.00             | $397553911.61           |
| 2025-10-15 | $687523629.00             | $236710058.25           |
| 2025-10-16 | $867562340.00             | $192013794.17           |
| 2025-10-17 | $1006723015.00            | $672448212.00           |
| 2025-10-20 | $697044779.00             | $48343100.00            |
| 2025-10-21 | $1078432986.91            | $699630324.00           |
| 2025-10-22 | $811112276.00             | $498769008.89           |
| 2025-10-23 | $323020256.49             | $426551691.74           |
| 2025-10-24 | $681356597.92             | $812087234.00           |
| 2025-10-27 | $261517600.00             | $538699473.58           |
| 2025-10-28 | $370513998.62             | $348461000.00           |
| 2025-10-29 | $1111260838.00            | $868679500.00           |
| 2025-10-30 | $3374508368.44            | $510257200.00           |
| 2025-10-31 | $2212795810.00            | $1387005300.00          |

**Total Gross Subscriptions (Month):** $16423671852.06

**Total Gross Redemptions (Month):** $10020670437.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0600%           |
| 2025-10-02 | 4.0600%           |
| 2025-10-03 | 4.0500%           |
| 2025-10-06 | 4.0500%           |
| 2025-10-07 | 4.0400%           |
| 2025-10-08 | 4.0400%           |
| 2025-10-09 | 4.0300%           |
| 2025-10-10 | 4.0200%           |
| 2025-10-13 | 4.0100%           |
| 2025-10-14 | 4.0100%           |
| 2025-10-15 | 4.0200%           |
| 2025-10-16 | 4.0400%           |
| 2025-10-17 | 4.0500%           |
| 2025-10-20 | 4.0700%           |
| 2025-10-21 | 4.0700%           |
| 2025-10-22 | 4.0700%           |
| 2025-10-23 | 4.0700%           |
| 2025-10-24 | 4.0600%           |
| 2025-10-27 | 4.0700%           |
| 2025-10-28 | 4.0700%           |
| 2025-10-29 | 4.0800%           |
| 2025-10-30 | 4.0700%           |
| 2025-10-31 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 20.7500%         | 0.0000%              |
| Non-financial corporation                           |  | 33.5500%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $2211285978.12

- **Number of Shares Outstanding:** 2211997988.2700

- **Expense Reimbursement/Waiver:** 2148.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9998          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9998          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $1169390994.91            | $1730000000.00          |
| 2025-10-02 | $780000000.00             | $1238000000.00          |
| 2025-10-03 | $707000000.00             | $700000000.00           |
| 2025-10-06 | $721000000.00             | $712000000.00           |
| 2025-10-07 | $751000000.00             | $721000000.00           |
| 2025-10-08 | $592000000.00             | $751000000.00           |
| 2025-10-09 | $739000000.00             | $692000000.00           |
| 2025-10-10 | $734000000.00             | $769000000.00           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $816000000.00             | $764000000.00           |
| 2025-10-15 | $1119000000.00            | $808000000.00           |
| 2025-10-16 | $878000000.00             | $1214000000.00          |
| 2025-10-17 | $1135000000.00            | $873000000.00           |
| 2025-10-20 | $1492000000.00            | $1120000000.00          |
| 2025-10-21 | $1555000000.00            | $1387000000.00          |
| 2025-10-22 | $1549000000.00            | $1525000000.00          |
| 2025-10-23 | $1610000000.00            | $1494000000.00          |
| 2025-10-24 | $878000000.00             | $1610000000.00          |
| 2025-10-27 | $938000000.00             | $858000000.00           |
| 2025-10-28 | $947000000.00             | $923000000.00           |
| 2025-10-29 | $2325000000.00            | $947000000.00           |
| 2025-10-30 | $509791234.08             | $2325000000.00          |
| 2025-10-31 | $827000000.00             | $501000000.00           |

**Total Gross Subscriptions (Month):** $22772182228.99

**Total Gross Redemptions (Month):** $23662000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0900%           |
| 2025-10-02 | 4.0900%           |
| 2025-10-03 | 4.0900%           |
| 2025-10-06 | 4.0800%           |
| 2025-10-07 | 4.0800%           |
| 2025-10-08 | 4.0700%           |
| 2025-10-09 | 4.0700%           |
| 2025-10-10 | 4.0600%           |
| 2025-10-13 | 4.0500%           |
| 2025-10-14 | 4.0500%           |
| 2025-10-15 | 4.0600%           |
| 2025-10-16 | 4.0700%           |
| 2025-10-17 | 4.0800%           |
| 2025-10-20 | 4.1100%           |
| 2025-10-21 | 4.1100%           |
| 2025-10-22 | 4.1100%           |
| 2025-10-23 | 4.1000%           |
| 2025-10-24 | 4.1000%           |
| 2025-10-27 | 4.1000%           |
| 2025-10-28 | 4.1100%           |
| 2025-10-29 | 4.1200%           |
| 2025-10-30 | 4.1100%           |
| 2025-10-31 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 37.7000%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 62.2900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.290000%
- **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):** $35033433.05
- **C.18.a - Value (excl. sponsor support):** $35033433.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXS90, C.4 - ISIN: US3130AXS902, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10000554.50
- **C.18.a - Value (excl. sponsor support):** $10000554.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: 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: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115006870.10
- **C.18.a - Value (excl. sponsor support):** $115006870.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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 4: 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: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $258037735.10
- **C.18.a - Value (excl. sponsor support):** $258037735.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 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: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37004939.87
- **C.18.a - Value (excl. sponsor support):** $37004939.87
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.185000%
- **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):** $8002235.60
- **C.18.a - Value (excl. sponsor support):** $8002235.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYFA9, C.4 - ISIN: US3130AYFA99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7000208.25
- **C.18.a - Value (excl. sponsor support):** $7000208.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.180000%
- **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):** $150044971.50
- **C.18.a - Value (excl. sponsor support):** $150044971.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 9: 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: 3130AYYT7, C.4 - ISIN: US3130AYYT79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50007019.50
- **C.18.a - Value (excl. sponsor support):** $50007019.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34000423.30
- **C.18.a - Value (excl. sponsor support):** $34000423.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 2.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.180000%
- **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):** $193135476.40
- **C.18.a - Value (excl. sponsor support):** $193135476.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KM9, C.4 - ISIN: US3130B5KM93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998320.00
- **C.18.a - Value (excl. sponsor support):** $249998320.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.045000%
- **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):** $199996312.00
- **C.18.a - Value (excl. sponsor support):** $199996312.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.115000%
- **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):** $449969575.50
- **C.18.a - Value (excl. sponsor support):** $449969575.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **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):** $699988296.00
- **C.18.a - Value (excl. sponsor support):** $699988296.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **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):** $300007605.00
- **C.18.a - Value (excl. sponsor support):** $300007605.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **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):** $349997287.50
- **C.18.a - Value (excl. sponsor support):** $349997287.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.150000%
- **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):** $143989596.00
- **C.18.a - Value (excl. sponsor support):** $143989596.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.150000%
- **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):** $204947940.30
- **C.18.a - Value (excl. sponsor support):** $204947940.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 20: 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: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123022676.30
- **C.18.a - Value (excl. sponsor support):** $123022676.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 21: 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: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39982844.40
- **C.18.a - Value (excl. sponsor support):** $39982844.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59967833.40
- **C.18.a - Value (excl. sponsor support):** $59967833.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4992494.45
- **C.18.a - Value (excl. sponsor support):** $4992494.45
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299324499.00
- **C.18.a - Value (excl. sponsor support):** $299324499.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 25: 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):** $170304606.30
- **C.18.a - Value (excl. sponsor support):** $170304606.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 26: 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):** $66318507.49
- **C.18.a - Value (excl. sponsor support):** $66318507.49
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 27: 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):** $468790562.50
- **C.18.a - Value (excl. sponsor support):** $468790562.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60012378.00
- **C.18.a - Value (excl. sponsor support):** $60012378.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.370000%
- **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):** $20009369.20
- **C.18.a - Value (excl. sponsor support):** $20009369.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 30: 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: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28010701.32
- **C.18.a - Value (excl. sponsor support):** $28010701.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 31: 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: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242029095.70
- **C.18.a - Value (excl. sponsor support):** $242029095.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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 32: 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: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77013865.39
- **C.18.a - Value (excl. sponsor support):** $77013865.39
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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? 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 4.190000%
- **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):** $24003919.20
- **C.18.a - Value (excl. sponsor support):** $24003919.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 34: 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: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $550117991.50
- **C.18.a - Value (excl. sponsor support):** $550117991.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 35: 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: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170053918.90
- **C.18.a - Value (excl. sponsor support):** $170053918.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.110000%
- **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):** $54992460.60
- **C.18.a - Value (excl. sponsor support):** $54992460.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB42, C.4 - ISIN: US3133ERB427, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000319.60
- **C.18.a - Value (excl. sponsor support):** $20000319.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.095000%
- **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):** $20000668.60
- **C.18.a - Value (excl. sponsor support):** $20000668.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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? No, C.23 Categorized at Level 3? No

### Security 39: 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: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186139474.00
- **C.18.a - Value (excl. sponsor support):** $186139474.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 40: 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: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204274845.10
- **C.18.a - Value (excl. sponsor support):** $204274845.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 41: 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: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197135431.60
- **C.18.a - Value (excl. sponsor support):** $197135431.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 42: 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: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75002411.25
- **C.18.a - Value (excl. sponsor support):** $75002411.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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 43: 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: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19013280.43
- **C.18.a - Value (excl. sponsor support):** $19013280.43
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **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):** $19009809.51
- **C.18.a - Value (excl. sponsor support):** $19009809.51
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107081379.90
- **C.18.a - Value (excl. sponsor support):** $107081379.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 46: 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: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47021006.18
- **C.18.a - Value (excl. sponsor support):** $47021006.18
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 47: 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: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175105190.80
- **C.18.a - Value (excl. sponsor support):** $175105190.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192129237.10
- **C.18.a - Value (excl. sponsor support):** $192129237.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 49: 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: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456708455.30
- **C.18.a - Value (excl. sponsor support):** $456708455.30
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 50: 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: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465336585.60
- **C.18.a - Value (excl. sponsor support):** $465336585.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.110000%
- **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):** $99959008.00
- **C.18.a - Value (excl. sponsor support):** $99959008.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 52: 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: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $686695872.00
- **C.18.a - Value (excl. sponsor support):** $686695872.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.060000%
- **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):** $139003910.10
- **C.18.a - Value (excl. sponsor support):** $139003910.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 54: 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: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83997116.28
- **C.18.a - Value (excl. sponsor support):** $83997116.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 55: 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: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24998798.50
- **C.18.a - Value (excl. sponsor support):** $24998798.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 56: 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: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64991126.85
- **C.18.a - Value (excl. sponsor support):** $64991126.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 57: 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: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64966852.60
- **C.18.a - Value (excl. sponsor support):** $64966852.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 58: 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: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150064509.00
- **C.18.a - Value (excl. sponsor support):** $150064509.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.155000%
- **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):** $434982356.40
- **C.18.a - Value (excl. sponsor support):** $434982356.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 60: 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: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55017991.60
- **C.18.a - Value (excl. sponsor support):** $55017991.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.240000%
- **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):** $209990207.70
- **C.18.a - Value (excl. sponsor support):** $209990207.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 62: 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: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104997077.90
- **C.18.a - Value (excl. sponsor support):** $104997077.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **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 63: 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: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429891287.40
- **C.18.a - Value (excl. sponsor support):** $429891287.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.155000%
- **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):** $520054059.20
- **C.18.a - Value (excl. sponsor support):** $520054059.20
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 65: 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: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123992230.20
- **C.18.a - Value (excl. sponsor support):** $123992230.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 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: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429975855.50
- **C.18.a - Value (excl. sponsor support):** $429975855.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 67: 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: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100037929.00
- **C.18.a - Value (excl. sponsor support):** $100037929.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 68: 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: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99989907.00
- **C.18.a - Value (excl. sponsor support):** $99989907.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 69: 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: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $549955648.00
- **C.18.a - Value (excl. sponsor support):** $549955648.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $296196239.10
- **C.18.a - Value (excl. sponsor support):** $296196239.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $263810375.80
- **C.18.a - Value (excl. sponsor support):** $263810375.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 72: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $7004217.78
- **C.18.a - Value (excl. sponsor support):** $7004217.78
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 73: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $82065144.08
- **C.18.a - Value (excl. sponsor support):** $82065144.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 74: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **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):** $249984337.50
- **C.18.a - Value (excl. sponsor support):** $249984337.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 75: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.165000%
- **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):** $586016988.10
- **C.18.a - Value (excl. sponsor support):** $586016988.10
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 76: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $249988265.00
- **C.18.a - Value (excl. sponsor support):** $249988265.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 77: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $299986851.00
- **C.18.a - Value (excl. sponsor support):** $299986851.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 78: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.135000%
- **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):** $264886794.70
- **C.18.a - Value (excl. sponsor support):** $264886794.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 79: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $299988495.00
- **C.18.a - Value (excl. sponsor support):** $299988495.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 80: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.140000%
- **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):** $170101571.60
- **C.18.a - Value (excl. sponsor support):** $170101571.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 81: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.175000%
- **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):** $403417939.20
- **C.18.a - Value (excl. sponsor support):** $403417939.20
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **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):** $143043334.70
- **C.18.a - Value (excl. sponsor support):** $143043334.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **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):** $103068491.90
- **C.18.a - Value (excl. sponsor support):** $103068491.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 84: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **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):** $105093261.00
- **C.18.a - Value (excl. sponsor support):** $105093261.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 85: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **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):** $831803280.00
- **C.18.a - Value (excl. sponsor support):** $831803280.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 86: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 3.766000%
- **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:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 87: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.350000%
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 88: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.350000%
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 89: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.350000%
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 90: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.350000%
- **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):** $29545454.98
- **C.18.a - Value (excl. sponsor support):** $29545454.98
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 91: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.350000%
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 92: 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: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4862000.00
- **C.18.a - Value (excl. sponsor support):** $4862000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1520907708.00
- **C.18.a - Value (excl. sponsor support):** $1520907708.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $430117603.50
- **C.18.a - Value (excl. sponsor support):** $430117603.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 95: 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):** $364801429.70
- **C.18.a - Value (excl. sponsor support):** $364801429.70
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $524833464.80
- **C.18.a - Value (excl. sponsor support):** $524833464.80
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1073846461.00
- **C.18.a - Value (excl. sponsor support):** $1073846461.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $348831514.50
- **C.18.a - Value (excl. sponsor support):** $348831514.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 99: 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):** $1142643358.00
- **C.18.a - Value (excl. sponsor support):** $1142643358.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 100: 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):** $1302025353.00
- **C.18.a - Value (excl. sponsor support):** $1302025353.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 101: 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):** $481307641.70
- **C.18.a - Value (excl. sponsor support):** $481307641.70
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 102: 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):** $1633837293.00
- **C.18.a - Value (excl. sponsor support):** $1633837293.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 103: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1663402632.00
- **C.18.a - Value (excl. sponsor support):** $1663402632.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 104: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $823669341.00
- **C.18.a - Value (excl. sponsor support):** $823669341.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 105: 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):** $448594767.00
- **C.18.a - Value (excl. sponsor support):** $448594767.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 106: 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):** $1261643534.00
- **C.18.a - Value (excl. sponsor support):** $1261643534.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 107: 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):** $722204907.50
- **C.18.a - Value (excl. sponsor support):** $722204907.50
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 108: 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):** $721664275.00
- **C.18.a - Value (excl. sponsor support):** $721664275.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 109: 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):** $446364711.00
- **C.18.a - Value (excl. sponsor support):** $446364711.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 110: 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):** $351828613.50
- **C.18.a - Value (excl. sponsor support):** $351828613.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 111: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.926000%
- **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):** $399885396.00
- **C.18.a - Value (excl. sponsor support):** $399885396.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 112: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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        | $3685.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $280.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $388.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 2.5000%  | 0.0000% | $100000.00         | $4637.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $219.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $168.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $2.69              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 6.5970%  | 0.0000% | $1000000.00        | $1179.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 6.7480%  | 0.0000% | $110000.00         | $657.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $135000.00         | $1519.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $739.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 6.0000%  | 0.0000% | $230000.00         | $3097.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $117.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1415.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-11-01      | 2.5000%  | 0.0000% | $8000.00           | $204.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 3.5000%  | 0.0000% | $6000.00           | $53.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $123.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 2.5000%  | 0.0000% | $2000.00           | $351.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $15000.00          | $991.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $112.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $140.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $273.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $144.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $142.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $61.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $149.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.20             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1742.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $4000.00           | $233.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $5000.00           | $353.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $59.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-04-01      | 3.0000%  | 0.0000% | $4000.00           | $541.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-10-01      | 4.0000%  | 0.0000% | $17000.00          | $1247.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $4000.00           | $312.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $4000.00           | $330.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 4.0000%  | 0.0000% | $5000.00           | $442.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $89.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 3.0000%  | 0.0000% | $2000.00           | $262.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $305.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $13000.00          | $2071.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $105.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $15000.00          | $3255.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-06-01      | 2.5000%  | 0.0000% | $2000.00           | $91.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 3.5000%  | 0.0000% | $16000.00          | $676.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 2.5000%  | 0.0000% | $31000.00          | $2077.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $51000.00          | $4891.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1939.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 3.0000%  | 0.0000% | $12000.00          | $1388.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 2.5000%  | 0.0000% | $8000.00           | $1197.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.0000%  | 0.0000% | $5000.00           | $590.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $24000.00          | $2033.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $3008.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $13000.00          | $1180.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $7000.00           | $575.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $13000.00          | $1022.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $13000.00          | $1167.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 7.4050%  | 0.0000% | $175000.00         | $366.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $898.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $3399.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-11-15      | 3.5000%  | 0.0000% | $1800000.00        | $281.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $4000.00           | $17.27             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2794.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.9540%  | 0.0000% | $1094000.00        | $2124.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 6.7570%  | 0.0000% | $125000.00         | $591.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2050.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $193.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.5000%  | 0.0000% | $499951.00         | $823.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 6.0000%  | 0.0000% | $602705.00         | $1479.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $179.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-05-01      | 4.0000%  | 0.0000% | $73000.00          | $693.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 5.5000%  | 0.0000% | $175000.00         | $3449.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.5000%  | 0.0000% | $8000.00           | $472.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $8000.00           | $280.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 3.5000%  | 0.0000% | $4000.00           | $8.29              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-11-01      | 6.4000%  | 0.0000% | $76086274.00       | $2956.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-11-01      | 6.4470%  | 0.0000% | $1350000.00        | $884.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $3667.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 6.4950%  | 0.0000% | $104847.00         | $1382.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 6.6370%  | 0.0000% | $124000.00         | $4282.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.5000%  | 0.0000% | $2000.00           | $137.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $58000.00          | $3333.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 2.5000%  | 0.0000% | $29563.00          | $2564.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1646.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $182.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2438.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $433.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1508.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $545.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $324.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $634.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $1759.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $744.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $150.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3947.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $314.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2218.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $1979.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $336.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $110.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $350.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $261.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $18.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $349.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $183.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $369.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3151.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $192.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4724.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $221.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $302.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1095.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $129.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $453.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $476.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2335.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $4321.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 3.5000%  | 0.0000% | $16000.00          | $37.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $468.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $1279.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-09-01      | 2.5000%  | 0.0000% | $89757.00          | $1859.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $91000.00          | $392.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-06-01      | 2.5000%  | 0.0000% | $50000.00          | $2405.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2113.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-03-01      | 3.5000%  | 0.0000% | $2502.00           | $252.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $492.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $137.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 3.5000%  | 0.0000% | $32000.00          | $3809.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3870.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $243.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $49417.00          | $3231.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $139.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $94.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $16000.00          | $565.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $217.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $28000.00          | $2558.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2435.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 6.5250%  | 0.0000% | $25000.00          | $744.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 6.3700%  | 0.0000% | $14000.00          | $558.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $709.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $81.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $3336.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $3.71              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $2.04              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $291.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $341.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $18.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $16.27             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $2358.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $384.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $992.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2372.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1105.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.5000%  | 0.0000% | $3706.00           | $1.96              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $3063.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 7.5000%  | 0.0000% | $2296.00           | $1.33              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $91.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $196.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $561.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2478.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $22.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $90.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 3.5000%  | 0.0000% | $28000.00          | $57.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $1770.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $2473.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 2.5000%  | 0.0000% | $220000.00         | $3132.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.5000%  | 0.0000% | $38858.00          | $3154.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.0000%  | 0.0000% | $41704.00          | $3257.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $1828.00           | $96.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3151.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $2.08              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $1749.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $182.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $1.31              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $541.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $3251.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1818.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $3137.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $531.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 7.0000%  | 0.0000% | $3835.00           | $3.05              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $948.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1027.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $75.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 5.5000%  | 0.0000% | $825000.00         | $4971.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $20.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $417.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $3014.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1888.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $121.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1695.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $4031.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $674.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3518.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $756.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $137.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $131.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1928.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $560.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2397.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $432.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 3.5000%  | 0.0000% | $6000.00           | $498.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $27000.00          | $1576.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $14000.00          | $989.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $66.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $27000.00          | $2104.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $321.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $430.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $96.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1253.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4282.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3518.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1676.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2202.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $1497.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1769.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $1395.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $1774.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $423.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $2172.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $0.63              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.5000%  | 0.0000% | $200000.00         | $2448.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $3.42              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $1732.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $4.27              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $3068.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $161.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $7000.00           | $64.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $3000.00           | $249.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.5000%  | 0.0000% | $1000.00           | $63.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $10000000.00       | $2870.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $3000.00           | $362.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1044.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $1353.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 2.5000%  | 0.0000% | $6000.00           | $591.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $26000.00          | $2039.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1378.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $3288.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $7000.00           | $876.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 3.5000%  | 0.0000% | $19000.00          | $1895.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1088.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-02-01      | 5.0000%  | 0.0000% | $675000.00         | $41.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 6.5000%  | 0.0000% | $1514114.00        | $2826.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $1752.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $19000.00          | $1732.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $34000.00          | $2860.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $43000.00          | $3856.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $75.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $25000.00          | $1778.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 7.0000%  | 0.0000% | $1272.00           | $171.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15000.00          | $914.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $21000.00          | $1723.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $16000.00          | $1568.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $29000.00          | $2823.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $9000.00           | $939.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $3021.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $15000.00          | $3986.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3552.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 3.0000%  | 0.0000% | $5000.00           | $827.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $614.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 3.5000%  | 0.0000% | $5000.00           | $2670.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.5000%  | 0.0000% | $1024.00           | $752.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4644.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $805.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $4297.00           | $3534.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4584.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $927.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $10000.00          | $1030.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $28000.00          | $3667.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $26000.00          | $4217.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1311.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.0000%  | 0.0000% | $4000.00           | $693.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $9000.00           | $2260.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $251.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2699.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $568.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $739.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $1040.00           | $810.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1671.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1723.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $913.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $961.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $959.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2885.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $901.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3746.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-08-01      | 3.0000%  | 0.0000% | $200000.00         | $4368.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $2232.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $3883.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $3613.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 2.5000%  | 0.0000% | $40454.00          | $3532.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $156.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1434.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $5000.00           | $344.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-10-01      | 4.0000%  | 0.0000% | $1024.00           | $139.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $4000.00           | $642.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4640.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $108.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $333.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $81.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $140.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $15000.00          | $2123.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.5000%  | 0.0000% | $11000.00          | $1641.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $311.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $147.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $253.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $13000.00          | $3634.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2751.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $2110.00           | $1860.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $956.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 6.5000%  | 0.0000% | $1008.00           | $783.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $951.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $857.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $937.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $9000.00           | $1666.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $423.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $588.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1255.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 6.0000%  | 0.0000% | $1008.00           | $864.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $686.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3683.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.5000%  | 0.0000% | $1008.00           | $799.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.5000%  | 0.0000% | $1024.00           | $692.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $827.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1040.00           | $879.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $805.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $914.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2733.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2378.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $122.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $988.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 5.5000%  | 0.0000% | $2022.00           | $1524.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 6.3600%  | 0.0000% | $440000.00         | $1842.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 6.4730%  | 0.0000% | $1000000.00        | $2165.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6710%  | 0.0000% | $10000000.00       | $2914.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-08-01      | 4.5640%  | 0.0000% | $4098.00           | $2.29              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.2500%  | 0.0000% | $675000.00         | $4715.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 6.4660%  | 0.0000% | $100000.00         | $547.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.2500%  | 0.0000% | $1100000.00        | $4994.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.3940%  | 0.0000% | $140000.00         | $1385.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.4010%  | 0.0000% | $220000.00         | $2212.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 6.5000%  | 0.0000% | $220000.00         | $1727.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.2020%  | 0.0000% | $225000.00         | $15.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 4.3210%  | 0.0000% | $19000000.00       | $2900.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 4.2020%  | 0.0000% | $900000.00         | $46.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $133.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $66.38             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.6700%  | 0.0000% | $4000000.00        | $1663.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $81.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $1443.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $50000.00          | $111.66            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $2908.48           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $400000.00         | $4320.36           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $48.49             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $140.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $885.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $425.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $3220.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $1008.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1772.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1521.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $815.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2421.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $377.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $503.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1866.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $450.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3112.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $63.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.5000%  | 0.0000% | $1680000.00        | $272.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $1137.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1797.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $220.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $185.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $173.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $125.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 7.0000%  | 0.0000% | $6551.00           | $57.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $371.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1564.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $2565.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $796.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $3322.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $1989.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 6.5000%  | 0.0000% | $1009.00           | $6.29              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1090.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 7.0000%  | 0.0000% | $791116.00         | $943.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 7.0000%  | 0.0000% | $522292.00         | $1748.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $668.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 7.0000%  | 0.0000% | $182674.00         | $1656.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1796.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1151.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1271.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $4114.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $147000.00         | $4974.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $32000.00          | $3097.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $4103.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $758.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.7500%  | 0.0000% | $3995252.00        | $3237.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $388.36            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-07-25      | 2.0000%  | 0.0000% | $9104960.00        | $7383382.03        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 5.0000%  | 0.0000% | $40734208.00       | $36835474.56       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-11-25      | 5.0000%  | 0.0000% | $33679168.00       | $32556742.15       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-08-25      | 5.0000%  | 0.0000% | $7287608.00        | $7323546.38        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2646.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2410.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 5.5530%  | 0.0000% | $750000.00         | $475.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $656.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $3144.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $264.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2319.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1288.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1610.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $4173.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.6600%  | 0.0000% | $51225970.00       | $939.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 4.9050%  | 0.0000% | $2100000.00        | $1242.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $340.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3383.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $466.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $427.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $388.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 6.2120%  | 0.0000% | $130000.00         | $293.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $1637.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4276.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 6.4000%  | 0.0000% | $24619562.00       | $429.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 5.1500%  | 0.0000% | $9050012.00        | $3136.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2127.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4813.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $3023.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $449.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $2062.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $2983.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $340.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 6.5000%  | 0.0000% | $400413.00         | $327.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $1885000.00        | $4764.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $34000.00          | $1320.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 3.5000%  | 0.0000% | $17000.00          | $6.33              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 6.7130%  | 0.0000% | $125000.00         | $1061.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 3.5000%  | 0.0000% | $9000.00           | $7.40              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $20000.00          | $20.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $200000.00         | $132.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $59000.00          | $52.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $850000.00         | $1640.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $400000.00         | $405.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 3.5000%  | 0.0000% | $11000.00          | $23.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $1084.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $722.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $34000.00          | $1205.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $937815.00         | $1867.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $2319.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $2401.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $63000.00          | $1926.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 4.0000%  | 0.0000% | $1060000.00        | $3960.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $1359.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $24000.00          | $199.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $1794.00           | $118.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $16000.00          | $282.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.0000%  | 0.0000% | $248892.00         | $19.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $2233.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4541.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $11000.00          | $533.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $72000.00          | $2812.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 4.0000%  | 0.0000% | $300000.00         | $65.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $2677.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $52.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $224.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $844.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $263.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $100000.00         | $273.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $13.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $765000.00         | $106.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 2.5000%  | 0.0000% | $30000.00          | $938.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $607.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $5.20              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $43.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $4.99              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $12000.00          | $902.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $42000.00          | $1954.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $97000.00          | $997.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $97.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $1.11              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $57.56             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 3.5000%  | 0.0000% | $18000.00          | $941.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $3033.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $8000.00           | $622.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $3000.00           | $195.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $2.18              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $73.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $25.75             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $99.29             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 3.5000%  | 0.0000% | $440000.00         | $2371.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $23000.00          | $253.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $30000.00          | $2816.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.0000%  | 0.0000% | $500000.00         | $1585.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 2.5000%  | 0.0000% | $18000.00          | $1883.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $94.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $163.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $3076.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $13000.00          | $2314.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 2.5000%  | 0.0000% | $7000.00           | $1096.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $546.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $10000.00          | $821.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $20000.00          | $2082.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $5.91              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $12000.00          | $847.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $14000.00          | $926.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 3.5000%  | 0.0000% | $6000.00           | $652.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 3.5000%  | 0.0000% | $10475.00          | $74.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1088.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $19000.00          | $373.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $70000.00          | $494.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $3810.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $10000.00          | $337.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.5000%  | 0.0000% | $41000.00          | $1948.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2485.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $30.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $3000.00           | $99.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $28000.00          | $1078.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $4000.00           | $281.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $3057.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $2099.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $31000.00          | $2019.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1166.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $2944.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $157.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 2.5000%  | 0.0000% | $3000.00           | $232.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $26000.00          | $3138.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $92.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $214.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2142.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4483.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2478.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-25      | 2.5000%  | 0.0000% | $27530394.00       | $2724.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $4000.00           | $358.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $2000.00           | $187.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 2.5000%  | 0.0000% | $20000.00          | $2854.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2056.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $4000.00           | $616.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1757.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1202.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3949.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $255.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $20000.00          | $784.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 3.5000%  | 0.0000% | $22000.00          | $777.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $34000.00          | $1943.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $55000.00          | $2195.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $232000.00         | $4941.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $25000.00          | $985.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $219.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $8000.00           | $462.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $27000.00          | $107.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 4.5000%  | 0.0000% | $13000.00          | $1565.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $13000.00          | $1108.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $86.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $83000.00          | $948.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $21.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $4000.00           | $495.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 6.5180%  | 0.0000% | $126000.00         | $1566.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $340.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $200.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $3952.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $5000.00           | $288.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1181.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $37.35             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $898.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2201.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $1005.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.8340%  | 0.0000% | $325000.00         | $453.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-25      | 4.6473%  | 0.0000% | $100000.00         | $1599.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $250000.00         | $400.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $1002.00           | $7.64              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.7400%  | 0.0000% | $170000.00         | $1264.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.5820%  | 0.0000% | $90000.00          | $418.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1099.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 7.5000%  | 0.0000% | $1300000.00        | $119.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2065.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.4340%  | 0.0000% | $75000.00          | $703.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $1874.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.3750%  | 0.0000% | $2000000.00        | $1840.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $3923.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.1180%  | 0.0000% | $600000.00         | $3909.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 6.1750%  | 0.0000% | $300000.00         | $4295.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.3530%  | 0.0000% | $1000000.00        | $4906.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2390%  | 0.0000% | $300000.00         | $2714.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $1039.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.6580%  | 0.0000% | $260000.00         | $1928.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $150.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 7.5000%  | 0.0000% | $815244.00         | $2323.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 6.1960%  | 0.0000% | $350000.00         | $3599.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.3130%  | 0.0000% | $100000.00         | $2064.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $932.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $646.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3689.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1241.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.1530%  | 0.0000% | $10000.00          | $193.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1292.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.9840%  | 0.0000% | $200000.00         | $1576.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 6.1160%  | 0.0000% | $368000.00         | $2916.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.2670%  | 0.0000% | $175000.00         | $1057.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $149.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $670.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $967.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $960.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $970.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $912.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $961.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $15000.00          | $23.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $10000.00          | $589.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1161.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 6.3550%  | 0.0000% | $20000.00          | $1728.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1130.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $296.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $244.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $445.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2062-12-01      | 3.5000%  | 0.0000% | $1024.00           | $713.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 6.3090%  | 0.0000% | $10000.00          | $701.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.3500%  | 0.0000% | $30000.00          | $2601.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $610.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $5000.00           | $1431.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $27467.00          | $2339.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $32317.00          | $4534.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $31411.00          | $4788.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $25358.00          | $2605.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $25468.00          | $1431.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1024.00           | $282.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $50464.00          | $2759.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $108.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $66.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27468.00          | $2337.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 2.5000%  | 0.0000% | $26000.00          | $4302.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $40000.00          | $2416.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1299.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 2.5000%  | 0.0000% | $3000.00           | $497.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.5000%  | 0.0000% | $18000.00          | $2874.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 2.5000%  | 0.0000% | $20000.00          | $1912.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $12000.00          | $2918.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1071.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1164.69           | 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          | $221.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $82.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $15000.00          | $2628.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1024.00           | $260.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $237.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1411.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.4820%  | 0.0000% | $1000.00           | $159.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 6.6670%  | 0.0000% | $1000.00           | $397.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $39612.00          | $2816.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27467.00          | $4752.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2701.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $258.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $189.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1858.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $795.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7000.00           | $4673.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $949.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $975.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $997.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $960.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $967.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4472.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $846.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $994.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $442.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1318.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3665.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $125.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $154.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $31344.00          | $2388.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $1675.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27077.00          | $2837.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $537.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1259.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $4000.00           | $569.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $10000.00          | $4864.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1008.00           | $488.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $500.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $432.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $535.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $398.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $442.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $462.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $596.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $5000.00           | $2487.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $542.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $523.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $6000.00           | $3774.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $526.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $531.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1318.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $739.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1406.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $7000.00           | $4032.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $741.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $779.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $781.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $764.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3873.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $823.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $820.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $844.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $859.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $754.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $807.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $939.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $849.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $801.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1481.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $957.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1040.00           | $973.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $921.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $911.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1120.00           | $1039.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $936.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $969.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $953.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $964.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $941.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $986.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $984.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $985.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1003.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $942.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $938.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $1008.00           | $915.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $946.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $823.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $995.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $942.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $973.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $894.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $934.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $1024.00           | $992.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $996.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $978.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1005.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $818.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $672.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 2.5000%  | 0.0000% | $21000.00          | $4281.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-06-01      | 2.5000%  | 0.0000% | $24000.00          | $4485.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $69.37             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1046.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $331.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $28.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $48.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $139.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $10000.00          | $2259.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $231000.00         | $1963.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $13000.00          | $4133.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $5000.00           | $855.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $537.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1920.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.5000%  | 0.0000% | $9000.00           | $2466.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $22.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1529.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3691.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $14000.00          | $2105.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1174.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1820.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $5400.00           | $3164.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $904.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $766.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2424.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 3.5000%  | 0.0000% | $2000.00           | $764.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $204.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $4000.00           | $2056.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $464.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1365.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $642.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1074.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $699.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $345.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1352.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $491.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $704.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3110.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4183.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1008.00           | $720.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3849.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $705.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $812.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $713.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1457.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $767.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1457.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $773.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $747.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $880.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1024.00           | $746.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4271.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $930.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $786.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $884.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $957.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.5080%  | 0.0000% | $20000.00          | $184.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 6.0560%  | 0.0000% | $66000.00          | $818.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.4270%  | 0.0000% | $251000.00         | $2640.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $718.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2124.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1543.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $57.99             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $471.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $28000.00          | $245.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $11000.00          | $33.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1900.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $110.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $579.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.8940%  | 0.0000% | $1055000.00        | $4451.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $740.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $178.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1810.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 7.0000%  | 0.0000% | $130501.00         | $459.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 5.5000%  | 0.0000% | $92000.00          | $2390.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 5.8150%  | 0.0000% | $250000.00         | $1194.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $429.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3088.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $780.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $370000.00         | $1504.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $38000.00          | $332.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $1025.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $836.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $193.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3583.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $4546.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $70000.00          | $1120.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2456.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $174.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $2081.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $268.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 8.0000%  | 0.0000% | $1000.00           | $5.16              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $250.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $1760000.00        | $1858.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $58.98             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $8000.00           | $107.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 2.5000%  | 0.0000% | $25000.00          | $562.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $25000.00          | $873.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $106.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $30873.00          | $4773.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $129000.00         | $2540.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $2612.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2452.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $72.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 4.5000%  | 0.0000% | $1000.00           | $29.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $2000.00           | $25.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $20000.00          | $1730.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $17000.00          | $1928.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $4182.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $24000.00          | $1002.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $16000.00          | $2421.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4304.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $107.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $3000.00           | $225.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $28000.00          | $2123.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.5000%  | 0.0000% | $40000.00          | $2805.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $157.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $4000.00           | $623.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $594.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 3.5000%  | 0.0000% | $15000.00          | $1071.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $3000.00           | $327.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $2000.00           | $462.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $29000.00          | $2880.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $41000.00          | $4482.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $8000.00           | $770.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $94.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $13000.00          | $483.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $173.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $3000.00           | $479.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $120.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $11131.00          | $1234.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $128.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $124.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $17000.00          | $2670.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $118.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $3000.00           | $446.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $6000.00           | $634.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 3.5000%  | 0.0000% | $23000.00          | $1274.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $2000.00           | $184.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $11000.00          | $983.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $902.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3673.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $625.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2437.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 3.5000%  | 0.0000% | $19000.00          | $1453.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $11000.00          | $1048.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $7000.00           | $523.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $1335.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $39000.00          | $2993.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.5000%  | 0.0000% | $40000.00          | $2949.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1188.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $34000.00          | $2957.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2484.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $7000.00           | $679.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1727.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $107.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $96.91             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $16000.00          | $1840.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2733.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $38000.00          | $4640.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $39000.00          | $4969.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $336.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $4000.00           | $637.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3162.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $904.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $1961.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1370.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $331.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1595.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $573.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1939.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2637.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 4.5000%  | 0.0000% | $31000.00          | $4940.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $311.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4838.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $9000.00           | $2322.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $456.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1619.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $1008.00           | $477.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1396.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $394.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2017.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1953.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $721.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $533.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $8000.00           | $4837.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $735.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1694.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1757.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3669.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $961.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $980.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1886.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 4.0000%  | 0.0000% | $1000.00           | $988.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $13.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $911.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 8.5000%  | 0.0000% | $1000.00           | $38.99             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $197.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $90000.00          | $2246.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 3.5000%  | 0.0000% | $8000.00           | $488.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $64000.00          | $1602.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 3.5000%  | 0.0000% | $42000.00          | $3.54              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3660.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $172.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 6.5650%  | 0.0000% | $129000.00         | $639.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.6000%  | 0.0000% | $257000.00         | $3190.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $68000.00          | $3394.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $46.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-25      | 3.5000%  | 0.0000% | $2000.00           | $0.39              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $976.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $954.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $956.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $2016.00           | $2013.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1026.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $952.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1019.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1075.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1025.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $981.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1007.00           | $1010.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1047.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 5.0000%  | 0.0000% | $1024.00           | $956.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1037.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $970.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $960.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $995.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1006.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.0000%  | 0.0000% | $1925.00           | $1868.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $967.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $987.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $1024.00           | $880.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $965.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $919.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $977.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $907.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $972.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $920.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $909.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $859.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $781.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $992.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $925.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1504.00           | $1484.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $927.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $960.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $942.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $990.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $922.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $957.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $931.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1069.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $972.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $984.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $978.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $998.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $972.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $953.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-03      | 5.5000%  | 0.0000% | $1024.00           | $1050.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $983.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 4.0000%  | 0.0000% | $3500.00           | $3365.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-10-01      | 4.0000%  | 0.0000% | $1000.00           | $988.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $3218.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2455.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $1766.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4207.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $98.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $1805.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1915.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3264.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2530.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1021.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $2393.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $539.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-01-20      | 2.5000%  | 0.0000% | $160000.00         | $4244.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1110.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $2017.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2907.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2588.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $113.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3784.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $161.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2563.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1300.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1735.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2721.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $3938.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4594.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1131.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4649.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $161316.00         | $716.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $1172.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $2152.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1781.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3984.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4219.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $3882.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4996.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $3000.00           | $2043.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2927.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $2646.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4661.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $4167.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $4684.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $2440.00           | $1598.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $1000.00           | $748.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $4488.00           | $1762.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4563.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4868.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $4894.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1873.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2396.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $2155.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1708.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1766.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4121.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1786.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2749.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1540.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3931.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $857.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1846.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1234.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1718.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2371.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $2009.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1963.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $643.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $554.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3960.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $748.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $312.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2696.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $3021.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3921.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $1999920.00        | $1337.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3748.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $2098.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $3022.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $266.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $1960.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $448.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1662.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $39.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $4001.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $902.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 6.5000%  | 0.0000% | $676392.00         | $21.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $137.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $900.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1384.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $8.29              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $994.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1837.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $824.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $55.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $96.51             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2397.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $970.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2610.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $98.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $179.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $769.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $458.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $121.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1856.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $190.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $414.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $270.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $1036.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $482.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $359.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3458.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $294.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3924.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2156.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2062.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $577.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $436.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $771.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1248.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $716.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $479.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4945.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $1093.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $321.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4811.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2247.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1865.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1948.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1329.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4108.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $49.08             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4407.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $507.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $4866.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2170.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-01-20      | 3.5000%  | 0.0000% | $1500000.00        | $1095.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $2326.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $1063.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3478.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3831.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2253.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $2819.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $2517.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 4.6250%  | 0.0000% | $5835382.00        | $507.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 4.6250%  | 0.0000% | $8906461.00        | $1074.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-20      | 4.6250%  | 0.0000% | $23858049.00       | $3587.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-20      | 4.6250%  | 0.0000% | $25100000.00       | $2828.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-20      | 4.6250%  | 0.0000% | $1456149.00        | $80.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-10-20      | 4.7500%  | 0.0000% | $30763233.00       | $4553.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 5.6250%  | 0.0000% | $50161008.00       | $2361.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $50500000.00       | $3734.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $20991201.00       | $983.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1189.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $379.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $4094.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $4.22              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $183.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $191.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $39.51             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1789.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $821.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $2177.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1132.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $673.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1279.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2317.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $309.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $523.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1964.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1719.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1903.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1283.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1719.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1804.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1176.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3906.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $3153.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1711.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1379.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2182.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1516.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $584.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $801.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $116.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1183.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $47.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4745.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $848.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4716.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $136.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2311.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $154.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $447.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3627.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $1048.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $334.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $42.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $107.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $544.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1340.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $78.04             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $574.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $125.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $321.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $344.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $1053.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $481.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-20      | 4.7500%  | 0.0000% | $19035907.00       | $4251.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $1140.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-09-20      | 4.6250%  | 0.0000% | $11890721.00       | $2970.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-20      | 4.6250%  | 0.0000% | $5476665.00        | $4959.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $2110.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $553.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $4196.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2544.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4969.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3688.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4424.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3303.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3328.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $117.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.74              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1873.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $232.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $745.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4697.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4113.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1568.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1905.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2750.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2501.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1178.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-05-15      | 5.5000%  | 0.0000% | $200000.00         | $3435.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $793.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4357.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3702.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3590.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3568.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $50000.00          | $303.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $299.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4064.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1307.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $500000.00         | $4230.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $808.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 4.5000%  | 0.0000% | $58516672.00       | $57647804.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.5000%  | 0.0000% | $230716928.00      | $230141830.44      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1250%  | 0.0000% | $200000000.00      | $121909022.38      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2338%  | 0.0000% | $294443993.00      | $285468889.59      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4338%  | 0.0000% | $22292128.00       | $22104316.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 5.0000%  | 0.0000% | $103035776.00      | $99489156.46       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2041-02-15      | 0.0000%  | 0.0000% | $6500.00           | $3255.45           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $2000.00           | $1660.21           | U.S. Treasuries (including strips)        |

### Security 113: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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 | 2028-08-15      | 5.5000%  | 0.0000% | $1136100.00        | $1206649.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $520100.00         | $1057792.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $77290500.00       | $70441515.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $3065100.00        | $2952520.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $304800.00         | $205572.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $1188000.00        | $788279.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $900.00            | $646.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $346.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $800.00            | $812.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $16421300.00       | $21255548.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $90.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $6294800.00        | $6148891.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $400.00            | $379.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $80916900.00       | $85266665.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $3000.00           | $2911.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $1600.00           | $1627.64           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $9000000.00        | $9463680.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.0105%  | 0.0000% | $200.00            | $200.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $800.00            | $849.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $91117700.00       | $95268592.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1034.64           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $136863100.00      | $145179339.73      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $209933600.00      | $211443022.58      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $5780500.00        | $5893559.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $6286000.00        | $6419474.81        | U.S. Treasuries (including strips) |

### Security 114: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.140000%
- **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:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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% | $1003.00           | $13.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-10-01      | 6.3550%  | 0.0000% | $2403.00           | $0.47              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.3900%  | 0.0000% | $275843.00         | $52.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-09-01      | 5.6970%  | 0.0000% | $115584.00         | $0.06              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 7.0000%  | 0.0000% | $12432.00          | $140.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $2362.00           | $83.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 3.0000%  | 0.0000% | $1039.00           | $87.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.3870%  | 0.0000% | $4512067.00        | $30452.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5360%  | 0.0000% | $9102344.00        | $159552.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 4.5000%  | 0.0000% | $4739.00           | $292.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 6.6060%  | 0.0000% | $19603575.00       | $1253112.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 6.0000%  | 0.0000% | $1086.00           | $15.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 5.0000%  | 0.0000% | $4989428.00        | $118436.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 4.5000%  | 0.0000% | $2707748.00        | $107649.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-12-01      | 4.5000%  | 0.0000% | $209000.00         | $17424.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $1004.00           | $91.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $179981.00         | $51800.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1001.00           | $274.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $154.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 5.0000%  | 0.0000% | $1205046.00        | $320959.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 2.5000%  | 0.0000% | $585000.00         | $91649.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 5.0000%  | 0.0000% | $2562.00           | $23.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $110.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.5000%  | 0.0000% | $1000.00           | $79.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $150.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $234119.00         | $16896.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $72.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $37989.00          | $5002.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 4.0000%  | 0.0000% | $23000.00          | $13736.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 2.5000%  | 0.0000% | $1000.00           | $756.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $251514.00         | $138793.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $299319.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $40000.00          | $30698.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $956560.00         | $701199.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $24632.00          | $17747.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $788.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $796942.00         | $534304.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $698.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $850.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.0000%  | 0.0000% | $46070.00          | $34947.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $999000.00         | $845456.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $104000.00         | $76252.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $39000.00          | $32386.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $831.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $2465592.00        | $2268863.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $43999.00          | $38905.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $357002.00         | $53627.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 2.5000%  | 0.0000% | $54999.00          | $13543.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $344.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $625.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $34000.00          | $28384.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $301685.00         | $165525.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $616.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $638.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2050.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $74000.00          | $53984.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $789000.00         | $622594.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $6014162.00        | $4720263.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $740.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $5101896.00        | $4157135.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $57000.00          | $43819.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $43006.00          | $34229.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $810.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.0000%  | 0.0000% | $1436813.00        | $1168112.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $842352.00         | $661931.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $557234.00         | $459805.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $2391351.00        | $2019792.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 4.0000%  | 0.0000% | $219000.00         | $189501.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $730.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1275000.00        | $1098482.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $9033002.00        | $7923863.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $2565721.00        | $418001.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $2117365.00        | $556694.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $526.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $434.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $482186.00         | $309230.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $693.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $720.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $162000.00         | $142149.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1709276.00        | $1293075.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $122252.00         | $97902.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $79000.00          | $45151.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1491.00           | $993.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $5156651.00        | $3841692.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $4271064.00        | $3446128.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1853384.00        | $1531338.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1402782.00        | $1259478.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 5.7500%  | 0.0000% | $132.00            | $0.02              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $12356199.00       | $12472862.09       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1022.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-25      | 5.6328%  | 0.0000% | $2114.00           | $1915.41           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $26088455.00       | $25290499.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1019.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4261110.00        | $4147228.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $686217.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $2062.00           | $359.94            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1959180.00        | $1445237.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-04-25      | 2.8960%  | 0.0000% | $3908.00           | $62.94             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $6815.00           | $1649.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $31036.00          | $29934.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-01-25      | 3.6000%  | 0.0000% | $275489.00         | $273007.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-02-25      | 3.4650%  | 0.0000% | $458903.00         | $446109.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-09-25      | 4.8328%  | 0.0000% | $1001.00           | $703.24            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $176948.00         | $182689.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $2337.00           | $2417.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.6828%  | 0.0000% | $45013611.00       | $42121668.60       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $1000.00           | $997.45            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $1024.00           | $972.26            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-10-25      | 4.5000%  | 0.0000% | $113037830.00      | $110249749.37      | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-12-01      | 6.4490%  | 0.0000% | $31248271.00       | $633541.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $4580352.00        | $517914.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $79.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $102149.00         | $15659.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $170.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 6.3990%  | 0.0000% | $2854958.00        | $211911.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.5000%  | 0.0000% | $4992.00           | $804.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $890000.00         | $162645.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.3950%  | 0.0000% | $1261.00           | $6.01              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $1000.00           | $214.64            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-01      | 5.1860%  | 0.0000% | $2136.00           | $11.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 5.5000%  | 0.0000% | $1766.00           | $41.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 6.5000%  | 0.0000% | $1341.00           | $26.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.8410%  | 0.0000% | $1700000.00        | $6054.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $992.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $480860.00         | $510796.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $69000.00          | $58742.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $999.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $4491472.00        | $3841150.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2556576.00        | $2520931.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $930.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1660615.00        | $1295408.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $968.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1029874.00        | $1061530.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1841340.00        | $1894042.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3653488.00        | $3320773.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $21115600.00       | $20555437.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1819710.00        | $1748449.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $996.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $881.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1001.00           | $1062.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $997.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1385148.00        | $1367764.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $8954.00           | $9314.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4347061.00        | $4484237.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $128183.00         | $133959.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2110100.00        | $2171836.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $78965.00          | $82493.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $14009569.00       | $14710532.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1015.00           | $233.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $157020.00         | $46684.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $8639999.00        | $1122765.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 5.8810%  | 0.0000% | $1770.00           | $438.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9730%  | 0.0000% | $21388708.00       | $16905657.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.6030%  | 0.0000% | $2876244.00        | $2702257.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $560041.00         | $116460.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3998000.00        | $728089.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1003.00           | $433.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $84002.00          | $44591.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $76834.00          | $44861.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $54000.00          | $33075.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 2.3000%  | 0.0000% | $23000.00          | $21854.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0510%  | 0.0000% | $466316.00         | $332832.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $826.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $499866.00         | $346728.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $875560.00         | $690866.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2812796.00        | $2215422.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1039.00           | $1010.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $412385.00         | $382854.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $670338.00         | $664968.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.2500%  | 0.0000% | $402792.00         | $424323.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $27493574.00       | $27491631.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.5450%  | 0.0000% | $5115892.00        | $5218417.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 5.2800%  | 0.0000% | $2934000.00        | $3070621.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $4238483.00        | $1137005.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $59000.00          | $17137.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $41998.00          | $4232.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $431907.00         | $69245.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5775460.00        | $1863205.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $658.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25604.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $642.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $150179.00         | $101731.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $3296790.00        | $2414162.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $9862940.00        | $7089066.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $695.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $807861.00         | $663088.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $7059990.00        | $5756627.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $802.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $155997.00         | $113910.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $5923576.00        | $5025147.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $10051072.00       | $9176497.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $942.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $414664.00         | $377165.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $620096.00         | $625444.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2068.00           | $2061.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1068.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $353000.00         | $53834.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $133.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $92999.00          | $14293.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $503.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $238803.00         | $100449.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $27208.00          | $16032.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $682.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $56000.00          | $28192.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $637.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $118794.00         | $75538.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $37971.00          | $23430.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $658.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $11395000.00       | $9441864.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $12449.00          | $9131.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $2650847.00        | $2134835.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $217370.00         | $154682.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $767407.00         | $669788.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $13216352.00       | $9126211.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $104000.00         | $86987.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $782.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $837.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $919.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $842328.00         | $765994.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $859.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1004.00           | $828.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $31341.00          | $27959.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $20826401.00       | $18077277.64       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $55449199.00       | $53350096.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $166233.00         | $160593.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $11308872.00       | $11899706.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 6.5000%  | 0.0000% | $2515277.00        | $23232.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $15213011.00       | $109797.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1423883.00        | $24874.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $34137.00          | $58.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $985337.00         | $39805.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.2450%  | 0.0000% | $615000.00         | $20154.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $3084.00           | $40.91             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $2230090.00        | $184168.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5000%  | 0.0000% | $1014.00           | $25.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 4.5000%  | 0.0000% | $631000.00         | $15678.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.0000%  | 0.0000% | $102000.00         | $18451.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $152654794.00      | $12131251.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1020.00           | $76.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1103993.00        | $101385.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $67816.00          | $42029.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $548083.00         | $327831.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $31362.00          | $16883.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.0000%  | 0.0000% | $1799000.00        | $197385.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 2.5000%  | 0.0000% | $1053999.00        | $132123.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $235.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $225000.00         | $68886.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1002.00           | $408.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 1.5000%  | 0.0000% | $169000.00         | $95775.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1500000.00        | $1014787.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $791.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $670.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $721.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $718.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $232804.00         | $174567.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $2384288.00        | $1606473.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $761.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $22000.00          | $17228.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $841.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1079660.00        | $882240.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $254734.00         | $223901.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $27279020.00       | $21045204.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $18126.00          | $10777.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $73325.00          | $66584.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $871.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $979.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $41.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100001.00         | $10198.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1002.00           | $851.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $921.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $10139170.00       | $9281869.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $4488730.00        | $4445839.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $597646.00         | $616196.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $244626.00         | $250382.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1014160.00        | $1007864.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2075228.00        | $2152660.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $841.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1571975.00        | $1592600.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $2166.00           | $2252.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $4200728.00        | $4258471.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $61756.00          | $62712.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1400400.00        | $1418962.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $10641186.00       | $10475425.53       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1282848.00        | $1272479.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3749010.00        | $3743972.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $721558.00         | $729108.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1075460.00        | $1126378.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3774810.00        | $3761002.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1006.00           | $995.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $6136214.00        | $5662102.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $932.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $5553531.00        | $5738218.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3299050.00        | $3329206.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $22447086.00       | $21951805.18       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $7490.00           | $7829.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $11360.00          | $11710.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $2080700.00        | $2195255.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1921203.00        | $1919535.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $270233.00         | $284839.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $8401.00           | $8523.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $7564502.00        | $7603924.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $8446184.00        | $8839393.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1000.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $5762566.00        | $5737222.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $863.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $2949527.00        | $2914545.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $16811912.00       | $15762694.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1537.00           | $1540.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $9351728.00        | $9457031.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2103450.00        | $2156598.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1058.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $2258.00           | $2350.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $7234113.00        | $7334221.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1726936.00        | $1670973.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $165029.00         | $161435.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $2008.00           | $2040.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 6.2500%  | 0.0000% | $15238.00          | $315.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.7500%  | 0.0000% | $2710.00           | $164.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $2676.00           | $319.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $4575.00           | $424.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $19794039.00       | $1831504.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1024.00           | $82.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $143610643.00      | $35053225.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $26168544.00       | $8223068.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $2722044.00        | $1986550.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $43893.00          | $25152.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $29683237.00       | $17009108.70       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $15938301.00       | $9835365.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $11182987.00       | $8679563.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $2831.00           | $2204.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $749.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $763.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1493506.00        | $1165237.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $615073.00         | $478345.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $7316.00           | $5695.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1040.00           | $729.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $62896.00          | $50311.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $14964800.00       | $10838397.76       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $66828.00          | $54880.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $621645.00         | $447267.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $18219839.00       | $9776165.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000.00           | $795.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1024.00           | $591.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $791731.00         | $176941.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1015.00           | $197.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $16472.00          | $11028.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $691.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1889186.00        | $1489134.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $8129936.00        | $7654959.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1155309.00        | $691659.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3229683.00        | $2994677.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $289554.00         | $298607.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $5141354.00        | $5219948.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2323840.00        | $2402777.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1068022.00        | $416893.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $82779.00          | $83326.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $168736.00         | $72886.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1000.00           | $104.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $10497689.00       | $10038785.05       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1039355.00        | $284225.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1384793.00        | $1271069.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $682063.00         | $735404.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3479757.00        | $3142994.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1204409.00        | $1180237.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $54847.00          | $53844.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-10-15      | 5.9600%  | 0.0000% | $3002773.00        | $3213680.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1794947.00        | $1837264.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $3883807.00        | $3747258.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $69821.00          | $73274.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2310941.00        | $2484634.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $1057.00           | $987.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $25002120.00       | $25409011.30       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $11176.00          | $11687.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1017588.00        | $1068525.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $28529.00          | $29615.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1157.00           | $1249.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $9029.00           | $9560.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2892.00           | $2744.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $29979166.00       | $28189056.19       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $6024.00           | $5886.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $122094.00         | $119312.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2024.00           | $2003.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1001.00           | $1004.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1008.00           | $998.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6144.00           | $6142.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $50731104.00       | $50883394.64       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1001.00           | $1008.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1024.00           | $1022.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1059.00           | $1091.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $980.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1024.00           | $1049.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $51843.00          | $53296.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $1006.00           | $38.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $10867471.00       | $35344.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 5.8750%  | 0.0000% | $2590.00           | $93.88             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $194788.00         | $13780.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $65004.00          | $8414.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $762406.00         | $209969.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 4.9080%  | 0.0000% | $1000.00           | $260.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.1550%  | 0.0000% | $18359.00          | $13041.59          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $3004.00           | $158.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.7338%  | 0.0000% | $78760611.00       | $78610381.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $68575732.00       | $68345999.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.2338%  | 0.0000% | $1000.00           | $991.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.2638%  | 0.0000% | $10961863.00       | $10984887.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $3411.00           | $758.34            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.1838%  | 0.0000% | $1364677.00        | $888246.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 4.5000%  | 0.0000% | $32225757.00       | $31958586.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $2763951.00        | $2581212.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $12223574.00       | $12121642.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $200000000.00      | $109224382.51      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1000.00           | $473.42            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $97574994.00       | $57950224.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16940700.00       | $10641819.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $6325100.00        | $4007391.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2138%  | 0.0000% | $1000.00           | $664.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0838%  | 0.0000% | $633401.00         | $422188.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $84717.00          | $52078.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $2419.00           | $1705.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $645.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4838%  | 0.0000% | $987183.00         | $744238.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0638%  | 0.0000% | $1535.00           | $1071.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.1338%  | 0.0000% | $7495014.00        | $5717388.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $5363000.00        | $4048905.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.3338%  | 0.0000% | $27245456.00       | $20366615.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4838%  | 0.0000% | $1686.00           | $614.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5719660.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.3838%  | 0.0000% | $28266025.00       | $15043547.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $2784.00           | $1618.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4338%  | 0.0000% | $6201996.00        | $3603402.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2838%  | 0.0000% | $16102.00          | $13010.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2438%  | 0.0000% | $1059.00           | $845.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2838%  | 0.0000% | $585114.00         | $459099.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0338%  | 0.0000% | $6269994.00        | $4417783.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.1838%  | 0.0000% | $4235.00           | $3797.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.2338%  | 0.0000% | $99500.00          | $96076.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5338%  | 0.0000% | $18998702.00       | $18550494.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3338%  | 0.0000% | $5432894.00        | $5340831.36        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-10-01      | 0.0000%  | 0.0000% | $1856400.00        | $1794526.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 0.0000%  | 0.0000% | $0.37              | $0.24              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 0.0000%  | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 0.0000%  | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 0.0000%  | 0.0000% | $1.06              | $0.40              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 0.0000%  | 0.0000% | $1288.91           | $464.35            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 0.0000%  | 0.0000% | $0.25              | $0.08              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.0000%  | 0.0000% | $0.23              | $0.07              | U.S. Treasuries (including strips)        |

### Security 115: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: 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:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2029-02-15      | 5.2500%  | 0.0000% | $1463300.00        | $1555271.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $483666400.00      | $522549417.44      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $50004000.00       | $49819773.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $24220900.00       | $24460360.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $6734100.00        | $6818821.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $418588800.00      | $414796385.47      | U.S. Treasuries (including strips) |

### Security 116: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: 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:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2053-08-15      | 4.1250%  | 0.0000% | $715644000.00      | $661134193.84      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 2.2500%  | 0.0000% | $583200.00         | $588770.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $779600.00         | $759561.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $59491800.00       | $60245147.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $41246300.00       | $42272412.00       | U.S. Treasuries (including strips) |

### Security 117: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.130000%
- **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:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2026-05-14      | 0.0000%  | 0.0000% | $9107900.00        | $8928838.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $456000.00         | $445730.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-03      | 0.0000%  | 0.0000% | $4314600.00        | $4183047.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-06      | 0.0000%  | 0.0000% | $275000.00         | $273041.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-13      | 0.0000%  | 0.0000% | $450600.00         | $447166.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $2149000.00        | $3520697.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $600.00            | $464.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $74.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $232000.00         | $165494.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $300.00            | $215.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $1296000.00        | $1284223.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $39800.00          | $48722.83          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $50000000.00       | $49536175.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $636700.00         | $559820.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $3299900.00        | $3124327.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $129726000.00      | $124743570.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $13616600.00       | $14699735.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.0105%  | 0.0000% | $500.00            | $500.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $73000000.00       | $73466710.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $633600.00         | $648322.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 3.6250%  | 0.0000% | $680752000.00      | $677822724.14      | U.S. Treasuries (including strips) |

### Security 118: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.970000%
- **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:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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          | 2046-03-01      | 6.4560%  | 0.0000% | $51039.00          | $42909.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.5010%  | 0.0000% | $2212460.00        | $2061779.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.7500%  | 0.0000% | $9644011.00        | $5383.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.8600%  | 0.0000% | $48012.00          | $73.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 6.5780%  | 0.0000% | $35407866.00       | $209389.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.9010%  | 0.0000% | $11894.00          | $119.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.4950%  | 0.0000% | $1989.00           | $26.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 6.4510%  | 0.0000% | $1181.00           | $8.82              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 6.3020%  | 0.0000% | $3175.00           | $41.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.2640%  | 0.0000% | $1206.00           | $12.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.1850%  | 0.0000% | $3257993.00        | $6597.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 7.0750%  | 0.0000% | $5737642.00        | $70132.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.4350%  | 0.0000% | $1526.00           | $20.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 6.4520%  | 0.0000% | $1308.00           | $22.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.5770%  | 0.0000% | $79236448.00       | $1152157.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.7150%  | 0.0000% | $1272.00           | $40.62             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 6.5490%  | 0.0000% | $330394.00         | $16112.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.2470%  | 0.0000% | $43023.00          | $983.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 6.3540%  | 0.0000% | $5512.00           | $9.05              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-05-01      | 3.0000%  | 0.0000% | $49000.00          | $5784.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $27787795.00       | $5367100.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1067.00           | $235.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $2016.00           | $100.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1003.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1412.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2357.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 7.5000%  | 0.0000% | $46294.00          | $3.92              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $918000.00         | $82.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-09-01      | 7.0000%  | 0.0000% | $18771.00          | $7.13              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $474.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $55000.00          | $9.89              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3449.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $97.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $37.82             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-08-01      | 7.0000%  | 0.0000% | $70000.00          | $29.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $230.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $58.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 7.0000%  | 0.0000% | $65000.00          | $25.71             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2198.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $435.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $1000.00           | $5.67              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $640.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $2503.00           | $43.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1621.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $178.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1221.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1381.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1544.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $11957.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3205.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $194.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $220.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $594.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5000%  | 0.0000% | $6170.00           | $44.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $709.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $1921.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $63.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3806.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $1112990.00        | $22766.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $263908.00         | $2651.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1371.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $228.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4174.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1029.00           | $114.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $718.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $1651.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $3794.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 7.0000%  | 0.0000% | $99999.00          | $3966.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $182.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 6.5000%  | 0.0000% | $1017.00           | $59.55             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1882.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1398.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $286.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $227595.00         | $17856.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2070.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $697.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $633531.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $6002.00           | $771.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $215.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2181.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1644.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $112.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1109.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $582.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $42000.00          | $3273.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-04-01      | 4.0000%  | 0.0000% | $30000.00          | $2066.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $3581.00           | $491.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $444.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $165.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $412.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $5000.00           | $508.91            | 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           | $254.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10387.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $154.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $15005.00          | $2387.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1259.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.0000%  | 0.0000% | $10023.00          | $1029.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $5113057.00        | $923569.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 2.5000%  | 0.0000% | $2000.00           | $566.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $784.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2814.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $117.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $3011.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $116.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.5000%  | 0.0000% | $1146.00           | $96.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2146.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $593.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 4.0000%  | 0.0000% | $2994.00           | $504.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1583.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-04-01      | 2.5000%  | 0.0000% | $3890.00           | $329.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $7000.00           | $876.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $90.72             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $11004.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $1890.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2816.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2338.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2328.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $467.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $852.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $1263.00           | $131.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2710.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $120.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $281.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4719.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2060.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1012.00           | $179.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.5000%  | 0.0000% | $23001.00          | $4203.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1476849.00        | $290979.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1328.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $429.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $716.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $252.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $322000.00         | $93916.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $729.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $1002.00           | $78.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $420.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2713.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $538.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $998.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 3.0000%  | 0.0000% | $1005.00           | $281.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $1005.00           | $251.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $507000.00         | $36071.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15142532.00       | $923334.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $653.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $5064.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $246.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $784.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $486.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1252.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $4000.00           | $3587.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1186.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $431.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2507.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2141.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1895.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3609.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1229.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $2943.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $857.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $142079.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $583.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $10396.00          | $5736.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1282.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $959.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1320.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $9135.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $789.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3705.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $537.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $632.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $826.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $2048.00           | $1324.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $758.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $3662.00           | $2788.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1439.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1415.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $239275.00         | $185262.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $829.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2057.00           | $1498.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1411.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $1656969.00        | $1193854.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1577.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1381.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3177.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1435.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.5000%  | 0.0000% | $13000.00          | $10088.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $778.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1579.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2250.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $2016.00           | $1616.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1647.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $761.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $10110.00          | $8229.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $222245.00         | $184341.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $63353.00          | $50501.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2296.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $14023.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1194855.00        | $1032124.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $5056.00           | $4086.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1768.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $784.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1625.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $2880480.00        | $2557815.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $246617.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1780477.00        | $1668422.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $155410.00         | $129198.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $896101.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1080.00           | $977.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $13535.00          | $12409.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $927.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $274.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.5000%  | 0.0000% | $1001.00           | $110.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $206.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $7781.00           | $795.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $655.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $226336.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1135.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $528.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $145.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $251.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $686.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $3047.00           | $842.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1551.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1105.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $30456.00          | $24389.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2852.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 3.0000%  | 0.0000% | $1016.00           | $365.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2716.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $21000.00          | $12702.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2335.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1901.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3370.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1403044.00        | $874866.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1051.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $638.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1237.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12397.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $110001.00         | $77601.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3647.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $784.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $3001.00           | $2196.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $170732.00         | $124656.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $78051.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2919.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $74829.00          | $57798.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3823.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $414504.00         | $345393.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $777.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1616.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $831.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3964.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $780.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 4.5000%  | 0.0000% | $1017.00           | $876.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1703.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1742.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6687.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1259978.00        | $974043.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3727.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $2561.00           | $2240.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $3597168.00        | $3431642.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3811.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $820.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $839.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $2001.00           | $1611.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 1.2200%  | 0.0000% | $1560.00           | $1250.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5409687.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 5.1300%  | 0.0000% | $800000.00         | $824760.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $566.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $262.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $165.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1003.00           | $328.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $4000.00           | $1588.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $377.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $148000.00         | $76655.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $45999.00          | $24127.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $96000.00          | $48689.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $276.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $576.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1687.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1267.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $469.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.0000%  | 0.0000% | $590527.00         | $376759.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.5000%  | 0.0000% | $1085960.00        | $801030.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $101349.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4828.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $817.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1472.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1564.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $306034.00         | $224188.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $138075.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $465308.00         | $314089.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4384.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $667530.00         | $402633.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $2298.00           | $1840.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $2078273.00        | $1614531.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1534683.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $657.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $2719114.00        | $1867002.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2237.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $837.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $948.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1670.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1563.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3677.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $9287.00           | $6253.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $867.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $753941.00         | $507405.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $756.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1327473.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $784.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $910.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1002.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1006.00           | $808.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $18256.00          | $18358.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3746.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $7181.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3038.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1652284.00        | $1664667.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1935.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1064.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $2029.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $525850.00         | $282069.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3268.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2076.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $530.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $708.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $592406.00         | $329899.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $70321.00          | $41518.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3599.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1462334.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $728.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1250.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.0000%  | 0.0000% | $6003.00           | $3726.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $3000.00           | $2130.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $432775.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4345.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2042.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $5059.00           | $3607.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $6001.00           | $3841.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $2142.00           | $1453.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1433.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $15800.00          | $11656.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $81113.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $825.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2480.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $501636.00         | $420641.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $447.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $6192479.00        | $3477313.71        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 2.0000%  | 0.0000% | $82912010.00       | $7504780.19        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $509187.00         | $448297.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $801.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $984.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3304.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1823.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.0000%  | 0.0000% | $1170774.00        | $1156432.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1403800.00        | $1365512.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.3440%  | 0.0000% | $3601951.00        | $30043.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2630%  | 0.0000% | $1205.00           | $0.49              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 4.1830%  | 0.0000% | $252366656.00      | $153048.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.2040%  | 0.0000% | $1519.00           | $202.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $4202.00           | $24.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $129491.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 3.0000%  | 0.0000% | $1000.00           | $835.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 6.5356%  | 0.0000% | $1100000.00        | $98690.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $778.87            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 4.5973%  | 0.0000% | $9675967.00        | $2401558.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.5000%  | 0.0000% | $123359.00         | $88060.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 2.0000%  | 0.0000% | $2515351.00        | $1598064.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $4155698.00        | $4194934.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-25      | 5.6328%  | 0.0000% | $28216.00          | $25565.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-09-25      | 5.5000%  | 0.0000% | $1000.00           | $1023.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-25      | 5.5000%  | 0.0000% | $1609685.00        | $1646259.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $139404.00         | $376.84            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2026-05-01      | 6.5000%  | 0.0000% | $34088.00          | $1.87              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $7319.00           | $2.36              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $1721.00           | $1.07              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.0000%  | 0.0000% | $751976.00         | $7022.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $5335.00           | $213.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.0000%  | 0.0000% | $1210.00           | $20.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 7.5000%  | 0.0000% | $5897.00           | $0.49              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $9922013.00        | $9138.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $489252.00         | $486058.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $2177.00           | $2083.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $9449.00           | $1649.40           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-03-25      | 2.5000%  | 0.0000% | $1568.00           | $278.54            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $392992.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 6.0000%  | 0.0000% | $1999000.00        | $2064513.23        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 5.1328%  | 0.0000% | $4826082.00        | $2626506.18        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $217937.00         | $225436.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 5.0000%  | 0.0000% | $14643298.00       | $13592578.66       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.6828%  | 0.0000% | $25319102.00       | $23692452.13       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $3052.00           | $3044.23           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2027-05-01      | 6.6950%  | 0.0000% | $1830.00           | $2.09              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1450599.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1225533.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 6.0000%  | 0.0000% | $2908.00           | $0.21              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $2620.00           | $1.14              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $398668.00         | $471.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 4.6620%  | 0.0000% | $50771445.00       | $42101.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 4.9050%  | 0.0000% | $3318.00           | $1.96              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.8150%  | 0.0000% | $37338596.00       | $249106.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $60036.00          | $86.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $4470682.00        | $5623.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $4032573.00        | $9921.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.6080%  | 0.0000% | $5855.00           | $44.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $6400.00           | $14.49             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 4.2020%  | 0.0000% | $7511.00           | $0.43              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $71000.00          | $4845.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $5662228.00        | $110625.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $10260.00          | $830.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $4035.00           | $259.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 6.3060%  | 0.0000% | $16058254.00       | $473739.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3840%  | 0.0000% | $2867.00           | $87.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 6.3790%  | 0.0000% | $302147.00         | $14377.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $1578392.00        | $101716.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $976315.00         | $151414.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 6.5900%  | 0.0000% | $17210.00          | $848.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $299034.00         | $37322.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $19993502.00       | $2511404.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $1007.00           | $113.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $392.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.5000%  | 0.0000% | $20032.00          | $2680.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.5000%  | 0.0000% | $1001.00           | $109.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 6.5670%  | 0.0000% | $173000.00         | $8809.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 6.4280%  | 0.0000% | $7694000.00        | $406442.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.2910%  | 0.0000% | $56697.00          | $5216.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $578.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $483999.00         | $75935.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1183.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $3009.00           | $431.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $3025.00           | $457.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $1003.00           | $160.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $50000.00          | $3244.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $112000.00         | $21893.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $3072.00           | $298.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $33.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $4028.00           | $915.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $238414.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $2032.00           | $644.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $222292.00         | $68377.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.5000%  | 0.0000% | $1002.00           | $321.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1042.00           | $167.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 6.2150%  | 0.0000% | $1000.00           | $20.75             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.0000%  | 0.0000% | $171295.00         | $14151.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $2000.00           | $528.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $5003.00           | $688.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 1.8027%  | 0.0000% | $100794.00         | $1005.54           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-08-01      | 6.0390%  | 0.0000% | $27699.00          | $384.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 6.5000%  | 0.0000% | $7167.00           | $34.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $2261.00           | $35.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2340%  | 0.0000% | $20034530.00       | $458156.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0000%  | 0.0000% | $378006.00         | $3594.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.3910%  | 0.0000% | $9999000.00        | $76403.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.5000%  | 0.0000% | $12022.00          | $128.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 5.0000%  | 0.0000% | $28000.00          | $279.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $13244306.00       | $80229.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.6200%  | 0.0000% | $8808.00           | $76.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 6.1970%  | 0.0000% | $1573.00           | $4.32              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 6.6250%  | 0.0000% | $1993998.00        | $13372.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 6.3850%  | 0.0000% | $13958.00          | $44.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.0000%  | 0.0000% | $44000.00          | $373.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 6.5000%  | 0.0000% | $1963.00           | $15.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.2030%  | 0.0000% | $5000000.00        | $75119.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $5598.00           | $13.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $3992.00           | $0.03              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.2520%  | 0.0000% | $3401.00           | $44.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.5160%  | 0.0000% | $9999000.00        | $134564.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.8120%  | 0.0000% | $100001008.00      | $460729.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 6.4700%  | 0.0000% | $5212743.00        | $25737.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.0260%  | 0.0000% | $850000.00         | $13847.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.4920%  | 0.0000% | $62453623.00       | $529865.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1750%  | 0.0000% | $533106.00         | $4225.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.7570%  | 0.0000% | $14924941.00       | $273290.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.6320%  | 0.0000% | $3454000.00        | $50642.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.8770%  | 0.0000% | $19668.00          | $162.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $999.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $16924563.00       | $16336296.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $4001.00           | $3206.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $999.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2681.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $381139.00         | $362514.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $1063.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $394125.00         | $398417.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $68468.00          | $67513.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $6964287.00        | $6557495.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1540.00           | $1593.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1937.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $961.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $64126.00          | $61833.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $3001.00           | $3053.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $12275441.00       | $11533294.29       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3870.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $1236187.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2006.00           | $2001.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3767.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1260.00           | $1296.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3022.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $37465.00          | $36142.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $943.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3883.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $4473856.00        | $3573537.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1250325.00        | $969870.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $926.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1685324.00        | $1711424.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $686254.00         | $718874.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $981.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $3506148.00        | $3667389.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $325623.00         | $307185.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $725.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $18236758.00       | $18259602.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $283007.00         | $293023.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $538701.00         | $556379.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1049.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1866344.00        | $1960914.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $20136.00          | $20491.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $276203.00         | $288545.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1093828.00        | $501071.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.5000%  | 0.0000% | $1590.00           | $232.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.0000%  | 0.0000% | $1712538.00        | $436935.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $2060.00           | $520.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $2004.00           | $385.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $184802.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $230.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $232.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $461827.00         | $97671.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $6693.00           | $1188.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $135.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $4600000.00        | $892833.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $10932.00          | $9827.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $1277.00           | $1034.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-01-01      | 2.4700%  | 0.0000% | $39000.00          | $32361.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $28280.00          | $25968.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $233.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $1037.00           | $217.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $113000.00         | $31773.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $18000.00          | $3500.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $2885032.00        | $796423.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $123093.00         | $17720.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $16000.00          | $4985.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $6004.00           | $1267.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.3580%  | 0.0000% | $5833788.00        | $1573610.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 1.7546%  | 0.0000% | $21646.00          | $18825.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $10024.00          | $9311.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.6030%  | 0.0000% | $59594.00          | $55989.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $75834.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $193.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $2004.00           | $590.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $88000.00          | $11327.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $431.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $4000.00           | $1712.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $996000.00         | $426695.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $596.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2106000.00        | $1031187.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $3267931.00        | $2309067.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.9400%  | 0.0000% | $100000.00         | $99414.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $285866.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 4.5900%  | 0.0000% | $34006.00          | $34566.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 4.2700%  | 0.0000% | $12236000.00       | $11918337.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $57788.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $348858.00         | $193253.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1794.00           | $1753.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $757634.00         | $506412.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $750000.00         | $593286.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1486244.00        | $1513746.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $4335.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2070.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $87999.00          | $55861.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1206.00           | $871.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2001.00           | $2032.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $76961.00          | $76290.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $2042973.00        | $1978836.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $9475.00           | $5620.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $70974.00          | $45407.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2001.00           | $1112.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $6048854.00        | $5027903.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1465.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $919576.00         | $616152.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1591000.00        | $1162335.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $100000.00         | $68754.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1486.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $4723.00           | $4937.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4780970.00        | $3923568.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1599.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2029806.00        | $1437183.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $972.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $991.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $986.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2332.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1584.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $984035.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2352073.00        | $1965602.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $15895.00          | $12184.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $683.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $570682.00         | $585481.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1050.00           | $1052.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 4.3400%  | 0.0000% | $86400.00          | $87244.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $2863336.00        | $2889669.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.9300%  | 0.0000% | $121563.00         | $126156.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 4.4900%  | 0.0000% | $1430000.00        | $1450131.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $274.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $2336.00           | $626.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $800000.00         | $207980.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $41494.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $617.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $165.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $24850661.00       | $2893480.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $5012.00           | $368.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $9745938.00        | $1790044.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $299000.00         | $22051.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $299.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1125.00           | $321.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $73998.00          | $7457.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1051.00           | $168.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $29571224.00       | $5160833.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $4000.00           | $1597.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $226.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1426.00           | $436.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $12438649.00       | $6303026.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $355.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $3725000.00        | $1955474.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2001.00           | $1214.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $716732.00         | $441895.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $5199.00           | $3388.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $657.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $24003.00          | $16477.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $658.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $123060.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $191858.00         | $123565.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $67000.00          | $44885.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $95951.00          | $66046.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $1535370.00        | $1082615.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1476.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1472.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1444.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $9000.00           | $6674.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $49040.00          | $36017.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $100000.00         | $73686.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $17671.00          | $13401.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $146597.00         | $101968.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $225000.00         | $178651.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $184300.00         | $151272.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $10005.00          | $7547.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $85036.00          | $62559.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $4003.00           | $3331.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $757.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $258084.00         | $187851.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $88721.00          | $73737.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $23081.00          | $18589.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $47576.00          | $38631.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $804.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $11178.00          | $10010.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $2007.00           | $1574.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $935.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1347.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $43000.00          | $35715.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $43578880.00       | $39786949.30       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $829.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $4087.00           | $3948.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $221583.00         | $201545.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $948.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1044.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1004.00           | $253.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $140000.00         | $24099.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $20895493.00       | $5655964.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $2004.00           | $639.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1669000.00        | $789732.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1860.00           | $705.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $299000.00         | $116258.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2280.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 3.5000%  | 0.0000% | $200000.00         | $42278.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $1031.00           | $241.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1026.00           | $608.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $515.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $540.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $470.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $904.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $7001.00           | $2330.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $53992.00          | $18298.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $601.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $659899.00         | $273977.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $35000.00          | $18322.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $634.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $629.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $1003.00           | $539.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $383599.00         | $250986.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $47246.00          | $29187.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $20000.00          | $10915.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $440000.00         | $266546.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $92427.00          | $60452.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $41968.00          | $24229.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $79241.00          | $53467.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $95999.00          | $67977.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1252.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1383000.00        | $1056254.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $665.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4000.00           | $2948.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $21818.00          | $16373.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2347.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $6594.00           | $5057.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $50825.00          | $39783.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1005.00           | $681.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $10000.00          | $6385.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $816.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $1660.00           | $1286.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1539.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $365845.00         | $250426.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1958.00           | $1631.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $774444.00         | $654692.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1008.00           | $807.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1111.00           | $852.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2935.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $92000.00          | $77897.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1233.00           | $840.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $4200000.00        | $3109059.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 6.0000%  | 0.0000% | $17000.00          | $12388.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $74275.00          | $60378.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $2078.00           | $1695.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1493.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $532776.00         | $429066.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $189478.00         | $139358.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $4006688.00        | $3139283.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $767.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $30902.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1018.00           | $782.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $4548.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $855312.00         | $721936.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1583.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $6509240.00        | $5514719.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3001.00           | $2352.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $281338.00         | $235672.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $913.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $4134091.00        | $3413129.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $23000.00          | $18159.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $764.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $914.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1577000.00        | $1384193.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $173026.00         | $150186.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3156.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 6.0750%  | 0.0000% | $28010241.00       | $59903.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $29364.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $21302.00          | $192.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $1035.00           | $75.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.5000%  | 0.0000% | $1028.00           | $17.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $12641.00          | $42.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1008.00           | $41.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $2032.00           | $32.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $1000.00           | $100.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 7.0000%  | 0.0000% | $8960.00           | $91.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 5.0000%  | 0.0000% | $1014189.00        | $17585.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 5.5000%  | 0.0000% | $5028.00           | $86.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.4090%  | 0.0000% | $10500000.00       | $243221.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.3340%  | 0.0000% | $24977685.00       | $287639.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $2997.00           | $204.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1162.00           | $39.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $1009.00           | $98.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1046.00           | $114.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5000%  | 0.0000% | $1000.00           | $25.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 3.0000%  | 0.0000% | $273234.00         | $37711.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $13820.00          | $503.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $65.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $189.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1180.00           | $93.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $4804590.00        | $2963334.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $443016.00         | $260757.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $15000.00          | $9296.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $526119.00         | $314693.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1833.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $199817.00         | $17378.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $125.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $537008.00         | $74045.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $1463888.00        | $246457.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $13002.00          | $2941.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $72116.00          | $35284.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $318999.00         | $130125.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $3000.00           | $987.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1042.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1114.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1396.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1001.00           | $559.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $203998.00         | $103542.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $13289.00          | $11991.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $60000.00          | $51008.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1003.00           | $901.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $2406945.00        | $2084016.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5286000.00        | $3461945.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $24000.00          | $16142.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $22000.00          | $15252.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $550011.00         | $381973.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2669.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $397228.00         | $304396.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $60955.00          | $46920.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2999.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $11235500.00       | $8744168.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $21001.00          | $17464.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4031.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $266000.00         | $176947.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $802.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $108406.00         | $81187.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1250000.00        | $1038174.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $3001.00           | $2543.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $4000000.00        | $3495245.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $8903.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $102730.00         | $102399.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $1002.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $1126.00           | $30.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $308954.00         | $25028.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.2900%  | 0.0000% | $6210673.00        | $271353.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $10198.86          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $100013.00         | $11534.17          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $5302860.00        | $5294775.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $104119.00         | $100590.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $2327905.00        | $2175521.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $201360.00         | $186341.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $3002.00           | $3063.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2114504.00        | $1770647.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5819.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $1026.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2007.00           | $1615.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $84116.00          | $69643.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $2001.00           | $1376.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $25788.00          | $25625.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1202242.00        | $887800.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $24532.00          | $23929.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $17685.00          | $16795.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $3017834.00        | $2752313.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $9002.00           | $8240.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1012.00           | $987.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $18862.00          | $19305.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $935.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $856.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1001.00           | $842.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $71962.00          | $73033.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1722528.00        | $1740584.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $2003.00           | $2024.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $980.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $5005.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $12694.00          | $12787.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $106906.00         | $108561.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $5001.00           | $5138.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $5248.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 4.5000%  | 0.0000% | $65471.00          | $63765.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $306324.00         | $320789.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5223.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $209121.00         | $208356.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3898576.00        | $3972830.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1016.00           | $1051.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $225418.00         | $228434.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3469048.00        | $3576219.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $994.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2551472.00        | $2550802.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $2171964.00        | $2220518.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $4085.00           | $3740.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $9567.00           | $9524.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1003.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-25      | 2.0000%  | 0.0000% | $806672.00         | $93637.61          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1343883.00        | $1252081.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $793461.00         | $753608.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $18270640.00       | $16906112.21       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $2024.00           | $2019.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1030.00           | $1030.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $532106.00         | $484408.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1008.00           | $975.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $527540.00         | $516054.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $2100.00           | $2134.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.6250%  | 0.0000% | $4661.00           | $61.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-20      | 4.6250%  | 0.0000% | $1090.00           | $41.32             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1000.00           | $119.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $7240.00           | $672.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $176455.00         | $78962.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $204.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $69338.00          | $39733.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $120208.00         | $109336.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $1300237.00        | $1173123.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $421240.00         | $280526.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $11108369.00       | $8621649.57        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $797.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1008.00           | $756.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $2000.00           | $1527.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $2016.00           | $1521.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $778.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $1000.00           | $799.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $942669.00         | $528710.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1280.00           | $760.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4096.00           | $2504.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $7251909.00        | $6088982.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $840.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $821.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1000.00           | $895.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $11582.00          | $8004.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $3995908.00        | $1673064.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $2026667.00        | $955214.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $292531.00         | $116483.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $6245167.00        | $2241232.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.5000%  | 0.0000% | $1452741.00        | $303456.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2008.00           | $1890.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $1008.00           | $1033.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $902107.00         | $932750.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $149299.00         | $64490.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $273.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $2007.00           | $586.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $2000.00           | $2129.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $666460.00         | $440997.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $10981.00          | $8116.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1024.00           | $923.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $442602.00         | $453036.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $3237.00           | $3446.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $1000.00           | $933.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1033.00           | $1100.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1079.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1079.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $9560089.00        | $8989238.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $3000.00           | $2931.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $1000.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1979.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3520.00           | $3519.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1027.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4072.00           | $4101.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $5219134.00        | $5211900.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $3200.00           | $3257.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2064.00           | $2128.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2000.00           | $2001.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $2000.00           | $1961.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1034.00           | $1059.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $2000.00           | $91.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $21815760.00       | $1121441.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $2821.00           | $109.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 4.7500%  | 0.0000% | $25535.00          | $85.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 6.5000%  | 0.0000% | $643072.00         | $16727.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $1024.00           | $56.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $34759.00          | $9572.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $54.74             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $744532.00         | $60396.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5838%  | 0.0000% | $11450722.00       | $10958785.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.1838%  | 0.0000% | $1965671.00        | $1279424.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $1024.00           | $1015.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $22268312.00       | $4193894.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 4.8802%  | 0.0000% | $4300000.00        | $1902866.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.7160%  | 0.0000% | $7508731.00        | $4318706.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $105937.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3138%  | 0.0000% | $55953272.00       | $39150070.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0838%  | 0.0000% | $1137.00           | $757.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $22225357.00       | $13662694.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $850.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5275783.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0838%  | 0.0000% | $1001.00           | $740.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0938%  | 0.0000% | $7855997.00        | $5838431.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.1838%  | 0.0000% | $368123.00         | $159150.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.1338%  | 0.0000% | $4666434.00        | $3559674.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $7203241.00        | $5438232.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $120463000.00      | $50754533.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $1000.00           | $422.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.1338%  | 0.0000% | $1464420.00        | $1290787.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.3338%  | 0.0000% | $20303000.00       | $15176967.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.2438%  | 0.0000% | $41400.00          | $18649.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $4536799.00        | $4707772.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.2038%  | 0.0000% | $9393169.00        | $7870137.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.1838%  | 0.0000% | $1479986.00        | $924010.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.2938%  | 0.0000% | $21972284.00       | $10585019.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.4838%  | 0.0000% | $1000.00           | $373.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6838%  | 0.0000% | $1461900.00        | $550619.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.2838%  | 0.0000% | $60740608.00       | $28067374.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4838%  | 0.0000% | $743398.00         | $270747.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4338%  | 0.0000% | $24614478.00       | $12272889.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 5.5000%  | 0.0000% | $7746523.00        | $1915279.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.3838%  | 0.0000% | $973287.00         | $451357.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $55388043.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33428994.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $80052807.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51066766.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $69129316.00       | $70687882.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $32229637.00       | $32979373.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51409833.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51250633.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.3838%  | 0.0000% | $2721133.00        | $1448222.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $6562990.00        | $3815230.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2438%  | 0.0000% | $1034.00           | $825.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.7838%  | 0.0000% | $12806.00          | $10464.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0338%  | 0.0000% | $2560.00           | $1803.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.8338%  | 0.0000% | $12523457.00       | $9764504.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0838%  | 0.0000% | $1000.00           | $906.98            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4838%  | 0.0000% | $26674.00          | $26205.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $5721696.00        | $5406516.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.9838%  | 0.0000% | $99503789.00       | $99316016.31       | Agency Collateralized Mortgage Obligation |

### Security 119: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.160000%
- **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:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 National Mortgage Association                  | 2043-03-25      | 3.0000%  | 0.0000% | $310000.00         | $265511.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2057-12-25      | 3.5000%  | 0.0000% | $175000.00         | $41798.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-05-25      | 5.1828%  | 0.0000% | $100000000.00      | $71684485.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-05-25      | 5.0000%  | 0.0000% | $15362320.00       | $13811019.07       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2041-06-15      | 2.2500%  | 0.0000% | $16581216.00       | $157978.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2043-03-15      | 3.5000%  | 0.0000% | $4000000.00        | $889533.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-12-25      | 1.7520%  | 0.0000% | $1493580.00        | $1399249.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 5.5000%  | 0.0000% | $954999.00         | $974717.18         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-11-25      | 5.4328%  | 0.0000% | $40000000.00       | $34135974.24       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-02-25      | 5.5328%  | 0.0000% | $29948192.00       | $24491271.05       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-06-25      | 5.5000%  | 0.0000% | $1225000.00        | $1239938.06        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2052-06-25      | 5.0000%  | 0.0000% | $101144000.00      | $98635460.33       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2032-07-15      | 6.0000%  | 0.0000% | $11372928.00       | $89896.17          | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $10655000.00       | $3469407.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2036-07-20      | 6.0000%  | 0.0000% | $1548224.00        | $184071.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2062-02-20      | 4.6488%  | 0.0000% | $1114793.00        | $2124.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2064-09-20      | 5.0370%  | 0.0000% | $5374976.00        | $411326.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2071-02-20      | 5.4870%  | 0.0000% | $22074016.00       | $13130460.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2070-06-20      | 4.9370%  | 0.0000% | $5725000.00        | $3041851.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-08-16      | 4.5000%  | 0.0000% | $5000000.00        | $4944064.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2073-03-20      | 5.0638%  | 0.0000% | $3500000.00        | $3341070.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2072-08-20      | 4.9838%  | 0.0000% | $10531040.00       | $2765508.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $50000000.00       | $31678486.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-03-20      | 3.5000%  | 0.0000% | $300000000.00      | $195540396.87      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-09-20      | 5.3838%  | 0.0000% | $25000000.00       | $19455166.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-04-20      | 5.0838%  | 0.0000% | $4320000.00        | $2460070.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.2838%  | 0.0000% | $100000000.00      | $72185223.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $49758383.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 5.5838%  | 0.0000% | $6338400.00        | $5374215.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-01-20      | 5.4338%  | 0.0000% | $40000000.00       | $38041336.88       | Agency Collateralized Mortgage Obligation |

### Security 120: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **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: BIV8TV6M5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TV6M5
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp | 2052-02-15      | 2.0000%  | 0.0000% | $100000.00         | $11256.47          | Agency Debentures and Agency Strips |
| U.S. Treasury                   | 2026-08-15      | 1.5000%  | 0.0000% | $34900.00          | $34394.60          | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2026-08-31      | 1.3750%  | 0.0000% | $2658300.00        | $2612723.42        | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2026-08-31      | 0.7500%  | 0.0000% | $1796800.00        | $1755151.64        | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2026-09-30      | 0.8750%  | 0.0000% | $4720500.00        | $4602648.90        | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2026-08-15      | 4.3750%  | 0.0000% | $700.00            | $709.61            | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2026-08-31      | 3.7500%  | 0.0000% | $88961000.00       | $89512474.65       | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2026-09-30      | 3.5000%  | 0.0000% | $44248600.00       | $44280935.52       | U.S. Treasuries (including strips)  |

### Security 121: 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:** 0.2900%
- **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       | 2054-11-01      | 7.0000%  | 0.0000% | $577921.00         | $408519.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.5000%  | 0.0000% | $196220.00         | $187016.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.5000%  | 0.0000% | $97596659.00       | $89971073.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $2508143.00        | $2477641.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.5000%  | 0.0000% | $4452673.00        | $4251645.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 4.5000%  | 0.0000% | $3000000.00        | $2881950.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $8761485.00        | $8399479.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $1637475.00        | $1531266.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $389153.00         | $385617.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $122479.00         | $109260.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.5000%  | 0.0000% | $63000.00          | $58789.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $3520988.00        | $3233152.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.5000%  | 0.0000% | $1005451.00        | $994822.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $1033597.00        | $919271.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $310971.00         | $263822.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $1789396.00        | $1299981.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $12964068.00       | $12338855.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $900000.00         | $884969.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $967.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1070548.00        | $1039519.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $3725573.00        | $3505935.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $11990000.00       | $11473877.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $1650615.00        | $1639648.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $1871419.00        | $1904511.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 4.5000%  | 0.0000% | $1237038.00        | $1196062.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.5000%  | 0.0000% | $1497342.00        | $1307648.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 4.5000%  | 0.0000% | $1257337.00        | $1218778.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $3369975.00        | $3340412.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $1512117.00        | $1539397.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $4015531.00        | $3581175.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 6.0000%  | 0.0000% | $17364109.00       | $16689564.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $1228.00           | $1189.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $67355.00          | $60643.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.5000%  | 0.0000% | $3357228.00        | $3092848.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $17709625.00       | $17029298.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 4.0000%  | 0.0000% | $29872722.00       | $27904474.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 6.0000%  | 0.0000% | $23991444.00       | $22880220.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $4539365.00        | $4402904.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $626000.00         | $593782.77         | Agency Mortgage-Backed Securities |

### Security 122: 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:** 2.4800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $148.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $84.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $907574500.00      | $945600426.34      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $99259900.00       | $106818578.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $2550700.00        | $2634231.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $150742000.00      | $158455582.83      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $212.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $899758000.00      | $928490739.22      | U.S. Treasuries (including strips) |

### Security 123: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.250000%
- **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: BIV8WNX64, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8WNX64
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $4400000.00        | $8319.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6893.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 7.5000%  | 0.0000% | $20000000.00       | $23987.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 6.5000%  | 0.0000% | $14000000.00       | $13173.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 4.0000%  | 0.0000% | $755000.00         | $60206.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.0000%  | 0.0000% | $261000.00         | $62944.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.0000%  | 0.0000% | $50000000.00       | $10854471.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $95914890.00       | $20067106.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $128000.00         | $4567.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $24000.00          | $4739.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $20360000.00       | $3526013.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $8000.00           | $1470.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $4800000.00        | $397959.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $2003.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 3.5000%  | 0.0000% | $176866.00         | $23951.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-01      | 7.5000%  | 0.0000% | $917964.00         | $1606.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 4.5000%  | 0.0000% | $349314.00         | $6226.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $1810381.00        | $11125.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 5.5000%  | 0.0000% | $147093.00         | $1555.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1345160.00        | $1371636.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $1000157.00        | $279118.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1000462.00        | $1047025.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1298262.00        | $1247676.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3773851.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1675326.00        | $1584409.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1415866.00        | $1303506.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1012319.00        | $935153.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1141661.00        | $1209937.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1118085.00        | $1177424.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1326522.00        | $1380366.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1116930.00        | $1058577.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $2763431.00        | $2844078.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1531994.00        | $1547733.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $3592423.00        | $3662373.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1522093.00        | $1546102.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1041250.00        | $1102844.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4542633.00        | $4743483.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1174534.00        | $1241374.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4350025.00        | $4530118.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1039579.00        | $1064904.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $3974538.00        | $4110611.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1945385.00        | $1993424.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $320000.00         | $48416.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 4.0000%  | 0.0000% | $14089571.00       | $2920514.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $909469.00         | $256146.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $21872000.00       | $3350968.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $30007.00          | $4398.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $16000.00          | $2296.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $404000.00         | $74029.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $11600643.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $4319000.00        | $580284.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $775000.00         | $104689.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.5000%  | 0.0000% | $14265406.00       | $6185695.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1650000.00        | $906176.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54889.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $1386000.00        | $793313.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $893011.00         | $729584.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $2509307.00        | $2450912.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $1002187.00        | $996326.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $10643372.00       | $11060374.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $142717.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $13325000.00       | $9971101.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $980000.00         | $720671.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $3000000.00        | $2033995.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $5033423.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.5000%  | 0.0000% | $920000.00         | $103730.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $725000.00         | $93229.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $2960529.00        | $1203901.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $4200000.00        | $3355969.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $3048000.00        | $2530415.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 4.5000%  | 0.0000% | $23000.00          | $20721.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $38780000.00       | $35537092.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $5816632.00        | $5340144.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $4270489.00        | $4080398.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $146070651.00      | $146104798.29      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $62035837.00       | $62471933.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $34230346.00       | $34127704.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $54000000.00       | $54567386.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $17308540.00       | $16000876.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $30399319.00       | $30758324.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $7040558.00        | $3485.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $68000.00          | $5953.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $16000.00          | $5054.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $99000.00          | $36611.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1730000.00        | $819654.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $11000.00          | $2567.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.5000%  | 0.0000% | $359000.00         | $170714.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $2722000.00        | $1535013.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $3000.00           | $1438.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $200000.00         | $116357.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $14667830.00       | $9213549.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $2944000.00        | $1868013.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3601.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1335465.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $406229.00         | $295552.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1995000.00        | $1471493.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 3.0000%  | 0.0000% | $7000.00           | $4156.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1005000.00        | $777481.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1759340.00        | $1437761.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $3253241.00        | $2344668.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $33200508.00       | $24497242.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $822278.00         | $614777.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1800000.00        | $1293659.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $720000.00         | $604832.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $50000.00          | $36131.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $3052520.00        | $2391516.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $17853961.00       | $17629507.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $234000.00         | $3406.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $114584.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $250000.00         | $15504.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $270000.00         | $771.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 3.0000%  | 0.0000% | $900000.00         | $81130.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $111662.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2908.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.0000%  | 0.0000% | $750000.00         | $25445.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.0000%  | 0.0000% | $24000.00          | $1074.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $95624.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $2400000.00        | $241510.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $154850.00         | $30971.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 3.5000%  | 0.0000% | $8000.00           | $589.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $518609.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $2920000.00        | $484299.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $205145.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $67000.00          | $13650.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $175827.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $32000.00          | $6266.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $425258.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $335739.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $150042.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $114000000.00      | $63671182.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $94424392.00       | $77210213.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $16808000.00       | $13959711.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $840000.00         | $786284.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 4.5000%  | 0.0000% | $1016438.00        | $932789.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.0000%  | 0.0000% | $3000.00           | $2743.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $455739.00         | $446492.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $155000.00         | $2335.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $23332039.00       | $277586.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $50000.00          | $2123.27           | Agency Mortgage-Backed Securities |

### Security 124: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR582, C.3 - LEI: N/A, C.5 - Other ID: BIV8WR582
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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? 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 | 2035-05-15      | 4.2500%  | 0.0000% | $360490900.00      | $372300099.92      | U.S. Treasuries (including strips) |

### Security 125: 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:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2026-01-22      | 0.0000%  | 0.0000% | $1000.00           | $991.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-04      | 0.0000%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $666200.00         | $651528.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $1484000.00        | $1477942.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $500.00            | $819.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $32600.00          | $35844.84          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $157.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $3900.00           | $5790.16           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $1082600.00        | $1237223.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $10871300.00       | $13034945.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $600.00            | $430.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $17105100.00       | $11613214.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $887900.00         | $883227.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $1217400.00        | $611664.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $800.00            | $605.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $5992600.00        | $4297016.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $98200.00          | $72084.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $258.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $173.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $400.00            | $379.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $176.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $15755300.00       | $14538549.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $800.00            | $815.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $5100.00           | $5003.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $500.00            | $491.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $2856100.00        | $3697909.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $100900.00         | $100484.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $400.00            | $394.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $447800.00         | $574043.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $94000.00          | $90181.28          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $3329900.00        | $2916487.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $94.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $39289300.00       | $38895721.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $737900.00         | $642943.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $500.00            | $488.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $598100.00         | $642073.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $4204800.00        | $4021282.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $12981400.00       | $12922598.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $375.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $1493800.00        | $1543372.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $1731500.00        | $1765105.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $400.00            | $405.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $179200.00         | $183629.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $6176000.00        | $6449818.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $50193300.00       | $51307591.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $200.00            | $203.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $8235200.00        | $8867988.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $387100.00         | $403542.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $102.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $9699600.00        | $9912195.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $8700.00           | $9148.15           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $25000.00          | $26163.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $330000.00         | $341045.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $101712800.00      | $106962376.71      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $163900.00         | $167212.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $4647800.00        | $4719364.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $21669200.00       | $21944874.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $160162400.00      | $163786068.99      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $97000.00          | $98848.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $7519400.00        | $7745357.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $7039000.00        | $7269588.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $48100.00          | $49649.20          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $300.00            | $308.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $4100.00           | $4185.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1014.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $1000.00           | $998.12            | U.S. Treasuries (including strips) |

### Security 126: 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:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2025-11-28      | 0.0000%  | 0.0000% | $8876600.00        | $8852792.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $1600.00           | $1586.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $300.00            | $293.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $4100.00           | $4083.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-18      | 0.0000%  | 0.0000% | $24900.00          | $24779.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-02      | 0.0000%  | 0.0000% | $1015000.00        | $1008512.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.0000%  | 0.0000% | $50078000.00       | $49694152.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-18      | 0.0000%  | 0.0000% | $3191700.00        | $3186561.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-25      | 0.0000%  | 0.0000% | $112000.00         | $111734.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-01      | 0.0000%  | 0.0000% | $900.00            | $870.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $15579000.00       | $15712288.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $37362900.00       | $38547016.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $148.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $10300.00          | $8063.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $1007500.00        | $798960.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1000.00           | $687.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $400.00            | $286.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $2807500.00        | $2060856.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $4339000.00        | $3653914.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2329000.00        | $2058842.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $93.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $138147000.00      | $136503376.64      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $11800.00          | $11951.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1600.00           | $1506.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $800.00            | $818.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $40200.00          | $39553.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $141100.00         | $140098.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $15528700.00       | $19906552.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $94.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $18642600.00       | $17659660.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $6487400.00        | $6130554.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $2000.00           | $1870.08           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $107.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $1079100.00        | $1057541.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $200.00            | $195.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $87539600.00       | $83718945.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $13305900.00       | $14037468.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $2699700.00        | $2752096.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $474800.00         | $486536.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $2293700.00        | $2344620.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $3722000.00        | $3801312.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $18947300.00       | $19310558.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $6465200.00        | $6764995.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $4035500.00        | $4050677.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $61785000.00       | $62808344.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $796600.00         | $806734.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $356000.00         | $364054.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $43000.00          | $43819.54          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $974800.00         | $1006196.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $99700.00          | $102659.73         | U.S. Treasuries (including strips) |

### Security 127: 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:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 | 2026-10-15      | 0.1250%  | 0.0000% | $70176800.00       | $82496171.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $278509600.00      | $291438492.43      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $33796500.00       | $34065382.20       | U.S. Treasuries (including strips) |

### Security 128: 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:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 National Mortgage Association | 2033-02-01      | 6.5000%  | 0.0000% | $700000.00         | $2179.53           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2029-12-01      | 7.0000%  | 0.0000% | $22466063.00       | $6839.54           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2041-12-01      | 4.5000%  | 0.0000% | $101135.00         | $34358.93          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-09-01      | 6.0000%  | 0.0000% | $1500000.00        | $88781.51          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $2224.56           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $16760000.00       | $2033281.05        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-07-01      | 4.5000%  | 0.0000% | $21000.00          | $1853.81           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $2373785.00        | $473756.30         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $26840.00          | $7292.08           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $4390.39           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2032-12-01      | 6.5000%  | 0.0000% | $350000.00         | $2996.64           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-07-01      | 7.0000%  | 0.0000% | $230000.00         | $2187.07           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $130012.00         | $121524.60         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $612001.00         | $590968.31         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1009486.00        | $1027469.73        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1242210.00        | $1069988.35        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $4433665.00        | $3436528.55        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $5602008.00        | $5015369.41        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1115365.00        | $1077069.42        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $15601107.00       | $15568555.07       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1841761.00        | $1662822.53        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4227370.00        | $4195643.93        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1522573.00        | $1525955.49        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2314811.00        | $2169875.56        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1042073.00        | $1088892.22        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2149494.00        | $2242546.17        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1040341.00        | $1105020.92        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1318651.00        | $1369871.47        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1242543.00        | $1177035.94        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $2040934.00        | $2105965.26        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1235240.00        | $1309864.98        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2341128.00        | $2367222.78        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $5839546.00        | $5947175.13        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $7969864.00        | $8016892.34        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $5019848.00        | $5233954.99        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1502276.00        | $1586962.83        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1663368.00        | $1764499.27        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $344652.00         | $356451.60         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $5098534.00        | $5201248.45        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $2626319.00        | $2720154.75        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $2871816.00        | $2938695.81        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $10979000.00       | $2892857.69        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $166296.00         | $34908.40          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2031-04-01      | 3.0000%  | 0.0000% | $44671.00          | $1521.55           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $937638.00         | $270660.43         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $533000.00         | $58732.96          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $3033023.00        | $687405.99         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $461431.01         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $1511420.00        | $947823.70         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $166527.00         | $130796.48         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $3075000.00        | $2198235.13        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $125000.00         | $80242.45          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $9085872.00        | $6367975.90        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $9550384.02        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $800000.00         | $170576.06         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $153072.55         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $35590267.00       | $7369779.53        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $475000.00         | $298488.50         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $1610000.00        | $961049.29         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $450050.00         | $294891.19         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $9930000.00        | $8543887.36        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $6654041.00        | $6139487.16        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $30000.00          | $5627.71           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $700000.00         | $316820.82         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $22412556.00       | $6755807.70        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $43000.66          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $4297404.00        | $2274518.27        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $6000.00           | $4317.12           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $85000.00          | $56842.50          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $129298.84         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $340000.00         | $272548.18         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $476315.72         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $217000.00         | $171106.33         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $119012.29         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $6000000.00        | $5320314.57        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $4648631.00        | $4025839.23        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $75623092.00       | $76425326.26       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $410000.00         | $17874.73          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-05-01      | 4.5000%  | 0.0000% | $2021629.00        | $91868.24          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-03-01      | 5.0000%  | 0.0000% | $4962055.00        | $102293.15         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2032-05-01      | 4.0000%  | 0.0000% | $619908.00         | $29829.12          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2033-06-01      | 3.0000%  | 0.0000% | $8000.00           | $867.27            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $179610.00         | $30810.08          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $1315000.00        | $97656.39          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $49000.00          | $5267.86           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $35000.00          | $22823.83          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $36000.00          | $23340.73          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1411904.00        | $900377.12         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $1073600.00        | $699530.87         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3152735.00        | $2840936.70        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $129732344.00      | $122387042.02      | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $323231439.00      | $326847186.86      | Agency Mortgage-Backed Securities   |
| Federal Agricultural Mortgage Corp    | 2028-10-16      | 3.8750%  | 0.0000% | $3740000.00        | $3737025.14        | Agency Debentures and Agency Strips |

### Security 129: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $381022700.00      | $373844186.77      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $9364400.00        | $8201793.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $12144400.00       | $11978311.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $401531600.00      | $410248357.35      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $408796300.00      | $416437016.11      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $1636400.00        | $1712281.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $57020400.00       | $58893892.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $48716900.00       | $49853289.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $102476800.00      | $104878135.49      | U.S. Treasuries (including strips) |

### Security 130: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.130000%
- **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: BIV91QHR1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV91QHR1
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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        | $540.93            | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2052-05-15      | 3.0000%  | 0.0000% | $16294638.55       | $2222208.07        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2043-09-15      | 0.0000%  | 0.0000% | $5449350.00        | $875050.63         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 1.6341%  | 0.0000% | $106250000.00      | $394093.78         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2032-12-01      | 0.0000%  | 0.0000% | $278371696.05      | $435022.46         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $812393.45         | $763.87            | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $1530000.00        | $292.85            | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $1275000.00        | $7521.68           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $4972500.00        | $27148.43          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $85850.00          | $15272.42          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $378330.75         | $62264.07          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $85000.00          | $16934.11          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $385655.20         | $65297.75          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $573750.00         | $44144.85          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2052-04-25      | 2.0000%  | 0.0000% | $161500.00         | $19579.16          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.0000%  | 0.0000% | $211650.85         | $41524.80          | Agency Debentures and Agency Strips |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $42500000.00       | $9155471.52        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $42500000.00       | $10373619.04       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $42500000.00       | $9107766.31        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $25500000.00       | $8546282.58        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $27200000.00       | $15354195.89       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $20400000.00       | $12869896.96       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $15300000.00       | $11684256.96       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $17000000.00       | $11027703.02       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $25965.80          | $20509.74          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $27200000.00       | $13999415.27       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $11988.40          | $9934.63           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $9350000.00        | $9922568.84        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $11900000.00       | $11240251.12       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $14450000.00       | $14050862.35       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $11050000.00       | $11518026.19       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 7.5000%  | 0.0000% | $11050000.00       | $11915898.53       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $10200000.00       | $10356327.36       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $10200000.00       | $10477020.87       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $8500000.00        | $8611819.29        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $8500000.00        | $8635268.01        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $11900000.00       | $12301149.58       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $11900000.00       | $12282862.10       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $16150000.00       | $16388062.56       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $8500000.00        | $8777813.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $12750000.00       | $13006547.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $11900000.00       | $12128338.52       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $10200000.00       | $10538141.08       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $7650000.00        | $7863344.75        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $14450000.00       | $14951428.93       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $42500000.00       | $43943262.32       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $66300000.00       | $68556714.06       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $12750000.00       | $13179624.81       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $60350000.00       | $62430425.45       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $36550000.00       | $37809939.43       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $8500000.00        | $8907028.17        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $23800000.00       | $24620425.67       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $71400000.00       | $73861277.02       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $7650000.00        | $7803935.85        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $9350000.00        | $9655083.05        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $28900000.00       | $29896231.18       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $15300000.00       | $15546732.89       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6068824.90        | $6272555.35        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $11050000.00       | $10798270.92       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $10200000.00       | $9744679.75        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2040-03-20      | 6.5000%  | 0.0000% | $30190.30          | $30892.33          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $17000000.00       | $16847757.04       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $15300000.00       | $15487742.15       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $12750000.00       | $12840980.74       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $17000000.00       | $16131272.18       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $14450000.00       | $13731435.21       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $16150000.00       | $16184668.67       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $7650000.00        | $7971682.50        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $3855649.30        | $3985764.61        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $13600000.00       | $14193703.47       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $14450000.00       | $15225473.70       | Agency Mortgage-Backed Securities   |

### Security 131: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: BIV922YV5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV922YV5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 | 2045-08-15      | 2.8750%  | 0.0000% | $10762350.00       | $8319120.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $10499950.00       | $8081203.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $444850.00         | $295527.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $400.00            | $275.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $50.00             | $35.85             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1570450.00        | $1445853.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $1288250.00        | $1304820.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $1475500.00        | $1500001.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $2232050.00        | $2385983.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $15856850.00       | $13882807.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $1141100.00        | $1117577.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $1238300.00        | $1279393.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $9219650.00        | $9427903.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $9301150.00        | $9559017.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $374650.00         | $377973.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 3.9155%  | 0.0000% | $250.00            | $249.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $2013050.00        | $2060007.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $8011450.00        | $8173370.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $5721600.00        | $6023152.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $1123450.00        | $1130459.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $14018250.00       | $14041239.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $54600.00          | $55679.54          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $11300200.00       | $11538381.81       | U.S. Treasuries (including strips) |

### Security 132: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: BIV92FE14, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV92FE14
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2045-04-15      | 3.0000%  | 0.0000% | $8345809.80        | $7427583.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.5000%  | 0.0000% | $11468272.80       | $6657884.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $6804610.50        | $7002829.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-06-01      | 6.0000%  | 0.0000% | $7500000.00        | $6836394.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $8130051.90        | $7429443.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $7916609.10        | $8253519.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $5770758.30        | $4378791.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $7570551.30        | $7630688.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $7545939.00        | $7707331.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 1.5000%  | 0.0000% | $8774251.20        | $7930062.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 2.0000%  | 0.0000% | $7266804.00        | $6699394.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $10500000.00       | $6948818.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $8528885.10        | $7742961.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $8048979.90        | $7861401.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $7410034.50        | $7138635.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $6664901.70        | $6779833.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.0000%  | 0.0000% | $6538002.90        | $6668430.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.0000%  | 0.0000% | $7706189.40        | $7712159.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $7585243.20        | $7038732.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 3.0000%  | 0.0000% | $9123764.10        | $8231644.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 6.5000%  | 0.0000% | $6707724.60        | $6870368.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $2969049.90        | $3072384.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.0000%  | 0.0000% | $8158323.60        | $8179344.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-03-01      | 2.5000%  | 0.0000% | $7601002.20        | $6573136.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $6580447.20        | $6911546.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-10-01      | 4.5000%  | 0.0000% | $7896345.60        | $7916678.69        | Agency Mortgage-Backed Securities |

### Security 133: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: BIV92FEB2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV92FEB2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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% | $1148111.11        | $2433801.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $4391055.56        | $9414559.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $1442722.22        | $2936828.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $599666.67         | $984224.13         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $51611.11          | $84543.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $3555.56           | $5589.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $606000.00         | $956986.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $3438666.67        | $5216087.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $31000.00          | $46024.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $592000.00         | $676553.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $244611.11         | $263745.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $47277.78          | $56687.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $47725444.44       | $49426886.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $2171333.33        | $2311358.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $3491555.56        | $3496988.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $524833.33         | $522071.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $52722.22          | $50637.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $6162611.11        | $4643989.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $20180222.22       | $14100456.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $3233666.67        | $2069043.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $4153055.56        | $3671313.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $7287444.44        | $7200741.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $103650555.56      | $105371702.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $1154500.00        | $1137945.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $903111.11         | $1185245.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $8777.78           | $11364.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $4055.56           | $4003.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $138444.44         | $137838.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $25000.00          | $24668.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $307555.56         | $307675.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $18166.67          | $18368.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $784333.33         | $789591.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $7150111.11        | $9090726.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 2.6250%  | 0.0000% | $1984444.44        | $1991186.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $55333.33          | $53928.62          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 2.5000%  | 0.0000% | $1149555.56        | $1149388.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $30388.89          | $30253.79          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $349222.22         | $346743.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $388.89            | $376.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 2.1250%  | 0.0000% | $1352833.33        | $1351827.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $3391277.78        | $4155164.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 2.2500%  | 0.0000% | $1881611.11        | $1899958.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $1883333.33        | $2564730.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 1.6250%  | 0.0000% | $286944.44         | $286087.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $1649666.67        | $1642874.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $4921555.56        | $6615622.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $17333.33          | $17188.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $3261444.44        | $4330644.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $83277.78          | $82183.16          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $55111.11          | $54675.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $10302055.56       | $13206412.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $18666.67          | $18494.07          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $127888.89         | $125726.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 1.6250%  | 0.0000% | $183611.11         | $180397.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $21500.00          | $21058.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $2811166.67        | $2765482.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $386611.11         | $463563.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $2277277.78        | $2225235.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $83222.22          | $80672.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $2654111.11        | $2546288.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $166611.11         | $159067.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $53222.22          | $46614.59          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $38500.00          | $36748.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $303111.11         | $363214.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $277.78            | $262.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $27333.33          | $25863.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $82888.89          | $78020.44          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $1667166.67        | $1458114.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $5166.67           | $4875.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 0.3750%  | 0.0000% | $1313500.00        | $1311998.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $5111.11           | $4808.54           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $875055.56         | $871333.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $6111.11           | $6065.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $2107000.00        | $1982581.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $29555.56          | $26004.16          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $222.22            | $210.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $372111.11         | $368383.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $333.33            | $315.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $13166.67          | $13012.06          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $530888.89         | $522931.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $9833277.78        | $12063285.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $333.33            | $315.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $432000.00         | $425871.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $543944.44         | $514024.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $676611.11         | $665752.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $28888.89          | $32531.05          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $32944.44          | $32238.96          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $20500.00          | $17861.97          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $222.22            | $207.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $5055.56           | $4734.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $4722.22           | $4424.45           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $144444.44         | $140775.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $1536500.00        | $1504827.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $82888.89          | $78334.10          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $3166.67           | $3092.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $34500.00          | $37036.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $4555.56           | $4075.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $83277.78          | $79006.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $278166.67         | $272609.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $444.44            | $427.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $83111.11          | $81963.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $113000.00         | $127395.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $2442944.44        | $2382217.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $1938611.11        | $1913634.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $14444.44          | $13814.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $104777.78         | $104303.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $35555.56          | $35457.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $28833.33          | $28973.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $2315000.00        | $2441741.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $458444.44         | $454878.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $566277.78         | $549750.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $2833.33           | $2823.67           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $166.67            | $164.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $28666.67          | $28979.08          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $2359500.00        | $2389916.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $14520833.33       | $16075544.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $500.00            | $506.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $22111.11          | $22330.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 4.5000%  | 0.0000% | $1354166.67        | $1382366.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $55.56             | $56.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $10888.89          | $11125.27          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-15      | 4.0000%  | 0.0000% | $2441000.00        | $2477912.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $1297388.89        | $1324009.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $3888.89           | $3961.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $417166.67         | $419919.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $335777.78         | $336351.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $3943888.89        | $4160726.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 4.0000%  | 0.0000% | $1646222.22        | $1660122.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $737611.11         | $723856.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $20111.11          | $20121.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $182055.56         | $182737.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 3.7500%  | 0.0000% | $467611.11         | $468159.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $1997055.56        | $2156964.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $3421944.44        | $3395126.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $3154000.00        | $3146607.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $211555.56         | $214850.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-15      | 4.1250%  | 0.0000% | $94555.56          | $96233.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $2796611.11        | $2837312.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $1975111.11        | $2021588.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $17833.33          | $18154.54          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $8888888.89        | $9354762.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $77222.22          | $78273.08          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $21722.22          | $22259.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $361166.67         | $365917.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $3000.00           | $3095.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $55.56             | $57.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $611.11            | $670.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $17611.11          | $18139.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $1690222.22        | $1725661.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $51166.67          | $53221.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $48611.11          | $49754.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $280333.33         | $284910.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.0105%  | 0.0000% | $13555.56          | $13556.64          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $1727888.89        | $1747661.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $2121333.33        | $2166483.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $35055.56          | $35833.79          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $15355166.67       | $16308161.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $2042722.22        | $2060844.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $83222.22          | $84395.91          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $2426388.89        | $2502207.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $82833.33          | $83924.13          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $5333.33           | $5446.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $12722.22          | $12784.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $79666.67          | $85788.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 3.9155%  | 0.0000% | $506055.56         | $505915.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $2169611.11        | $2239175.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $1400388.89        | $1465325.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $715888.89         | $739687.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $590222.22         | $605674.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $82944.44          | $86864.44          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $28222.22          | $29149.51          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $140277.78         | $145607.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $1611.11           | $1644.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 3.9475%  | 0.0000% | $1888.89           | $1888.61           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $1339722.22        | $1360160.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $4500.00           | $4598.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $376500.00         | $375158.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $5388.89           | $5442.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $44055.56          | $44327.91          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $37388.89          | $37570.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $54888.89          | $54543.05          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $2026111.11        | $2020508.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $29277.78          | $29475.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $3055.56           | $3107.24           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 3.9705%  | 0.0000% | $8089055.56        | $8089921.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $2974666.67        | $3023936.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $4722.22           | $4942.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $38222.22          | $39540.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $1669500.00        | $1718128.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $234555.56         | $240026.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $24666.67          | $25492.28          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $64055.56          | $66253.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $3103888.89        | $3264086.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $5333.33           | $5554.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $83000.00          | $84277.99          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 3.8635%  | 0.0000% | $7970388.89        | $7960840.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $2077055.56        | $2124893.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $82777.78          | $83830.87          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $1101777.78        | $1126705.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $3388.89           | $3427.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $29111.11          | $29665.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $1462722.22        | $1486101.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $3500.00           | $3521.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $110277.78         | $110836.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.9255%  | 0.0000% | $5423333.33        | $5421239.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $32555.56          | $32804.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $832777.78         | $839778.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $846833.33         | $872280.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $1317277.78        | $1344800.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $989833.33         | $1019217.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $896777.78         | $916198.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $1115611.11        | $1138961.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $1115444.44        | $1131628.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $1363111.11        | $1388136.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $813500.00         | $827386.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.9245%  | 0.0000% | $2284888.89        | $2284356.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $2826555.56        | $2887179.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $2495777.78        | $2548382.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $171611.11         | $171289.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $113277.78         | $113194.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $997666.67         | $996355.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $569000.00         | $567888.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.9555%  | 0.0000% | $4587222.22        | $4588355.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-15      | 1.1250%  | 0.0000% | $51238166.67       | $50870051.37       | U.S. Treasuries (including strips) |

### Security 134: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV949J37, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV949J37
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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 | 2045-08-15      | 2.8750%  | 0.0000% | $37455000.00       | $28952101.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $62898800.00       | $42704063.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $49333400.00       | $37969062.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $6377666.67        | $4904063.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $5255533.33        | $3491411.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $7992866.67        | $5287592.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $5228266.67        | $3595723.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $12957266.67       | $9291057.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $26165600.00       | $22249327.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $18227066.67       | $16780969.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $11778466.67       | $11929970.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $30383666.67       | $30176290.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $2972133.33        | $3021486.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $124572933.33      | $133164100.26      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $706066.67         | $618167.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $15974266.67       | $15644979.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $467666.67         | $483186.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $666733.33         | $681793.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $474466.67         | $487620.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $2054066.67        | $2072289.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $296733.33         | $303655.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $1123133.33        | $1145833.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $24866.67          | $26177.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $32655533.33       | $32859275.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $666.67            | $667.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $32666666.67       | $33736782.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $31982733.33       | $32615088.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $35068000.00       | $35807151.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-09-30      | 3.8750%  | 0.0000% | $66.67             | $66.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $66.67             | $66.62             | U.S. Treasuries (including strips) |

### Security 135: 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:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 | 2026-01-02      | 0.0000%  | 0.0000% | $5725600.00        | $5689001.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $114.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $261102700.00      | $313068311.82      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $47200.00          | $37430.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $26579500.00       | $17213374.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $6900.00           | $6817.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $188.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $47600.00          | $61019.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $400.00            | $379.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $25200.00          | $24740.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $141929600.00      | $143995238.77      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $1165000.00        | $1189825.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $190854000.00      | $191571813.49      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $204.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $39391800.00       | $39636912.54       | U.S. Treasuries (including strips) |

### Security 136: 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: BIV94PS31, C.3 - LEI: N/A, C.5 - Other ID: BIV94PS31
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible 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 | 2034-02-15      | 4.0000%  | 0.0000% | $404412300.00      | $408000070.09      | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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: BIV94PSC1, C.3 - LEI: N/A, C.5 - Other ID: BIV94PSC1
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2040-11-15      | 4.2500%  | 0.0000% | $640000000.00      | $637243304.35      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $107664200.00      | $108378843.95      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $75891800.00       | $55708688.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $114000000.00      | $116669179.89      | U.S. Treasuries (including strips) |

### Security 138: Societe Generale

- **C.1 - Title:** Societe Generale 4.110000%
- **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: BIV94PU12, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV94PU12
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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% | $363423177.00      | $27374699.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.5000%  | 0.0000% | $149885157.00      | $19715703.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $19566812.00       | $16097628.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $19147396.00       | $18184404.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $13989031.00       | $11912239.01       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $25568000.00       | $24330090.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $32386496.00       | $27204747.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $27740551.00       | $21519324.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $34530304.00       | $28892873.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $19529248.00       | $17734206.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 3.5000%  | 0.0000% | $114862080.00      | $20991583.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $58183616.00       | $16173230.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $99245568.00       | $20901374.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $236996864.00      | $34372358.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $154603520.00      | $20256542.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $156581659.00      | $21632978.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $82659712.00       | $18135771.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $144570880.00      | $22772418.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $52837760.00       | $16337161.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $49996880.00       | $16075396.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $50073408.00       | $15845632.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $205635584.00      | $20906187.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $21942292.00       | $22077282.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $21927072.00       | $21549144.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $20393271.00       | $20583710.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $19962913.00       | $20162028.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $125510221.00      | $29149670.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $66007914.00       | $22895333.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $25168448.00       | $20240877.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $125021312.00      | $28794127.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $174946560.00      | $32471339.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $40535313.00       | $17949810.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $33593344.00       | $17726955.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $60017651.00       | $30785629.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $19603987.00       | $16877326.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $34393280.00       | $32463981.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $23818486.00       | $22629543.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $27663936.00       | $27472153.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $23503526.00       | $22546427.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $46659236.00       | $25928123.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $109311291.00      | $103821470.32      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.47           | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2025-11-28      | 0.0000%  | 0.0000% | $26588800.00       | $26508501.82       | U.S. Treasuries (including strips) |

### Security 139: Societe Generale

- **C.1 - Title:** Societe Generale 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: BIV94PU46, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV94PU46
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2039-08-15      | 4.5000%  | 0.0000% | $37525260.00       | $38376211.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $34601340.00       | $34898970.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $23186160.00       | $19532408.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $55615560.00       | $46159230.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $65327220.00       | $42595691.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $67855260.00       | $45765111.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $69980820.00       | $42756936.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $71211840.00       | $35915441.49       | U.S. Treasuries (including strips) |

### Security 140: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VMB6, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV94VMB6
- **C.18 - Value (incl. sponsor support):** $170000750.00
- **C.18.a - Value (excl. sponsor support):** $170000750.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 15-AUG-2052     | 2052-08-15      | 3.0000%  | 0.0000% | $66625750.00       | $67355466.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 3 15-AUG-2052     | 2052-08-15      | 3.0000%  | 0.0000% | $669000.00         | $498791.00         | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-FEB-2035 | 2035-02-15      | 4.6250%  | 0.0000% | $103375000.00      | $105314374.00      | U.S. Treasuries (including strips) |

### Security 141: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.010000%
- **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: BIV94VR39, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV94VR39
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 5.5838%  | 0.0000% | $35390048.72       | $31963558.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.2838%  | 0.0000% | $52289148.28       | $52073355.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5338%  | 0.0000% | $4615020.68        | $4577103.98        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-08-15      | 0.0000%  | 0.0000% | $328.00            | $307.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 0.0000%  | 0.0000% | $13858.00          | $12887.45          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 0.0000%  | 0.0000% | $8139730.00        | $7373618.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 0.0000%  | 0.0000% | $14178292.00       | $12707322.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 0.0000%  | 0.0000% | $8538496.00        | $7600123.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 0.0000%  | 0.0000% | $65091600.00       | $56700121.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.0000%  | 0.0000% | $4977564.00        | $4209839.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 0.0000%  | 0.0000% | $326442.00         | $267764.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $94919674.00       | $51748212.95       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 0.0000%  | 0.0000% | $300038.00         | $159147.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 0.0000%  | 0.0000% | $79169852.00       | $39756724.58       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 0.0000%  | 0.0000% | $7545558.00        | $3515535.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 0.0000%  | 0.0000% | $62563458.00       | $28729702.98       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.0000%  | 0.0000% | $482406.00         | $215362.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 0.0000%  | 0.0000% | $154324.00         | $60582.82          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $518076.00         | $198200.85         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 0.0000%  | 0.0000% | $876908.00         | $315153.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $849848.00         | $301062.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 0.0000%  | 0.0000% | $3444984.00        | $1189384.17        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 0.0000%  | 0.0000% | $305614.00         | $104322.26         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 0.0000%  | 0.0000% | $1203186.00        | $400670.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 0.0000%  | 0.0000% | $149896.00         | $48773.46          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 0.0000%  | 0.0000% | $714302.00         | $226953.03         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.0000%  | 0.0000% | $295200.00         | $92690.14          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 0.0000%  | 0.0000% | $223773818.00      | $70376194.44       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 0.0000%  | 0.0000% | $200663594.00      | $61737967.30       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 0.0000%  | 0.0000% | $34800554.00       | $10572199.50       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 0.0000%  | 0.0000% | $15988606.00       | $8103169.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 0.0000%  | 0.0000% | $2349054.00        | $704380.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 0.0000%  | 0.0000% | $821640.00         | $410716.47         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 0.0000%  | 0.0000% | $7671920.00        | $2249690.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 0.0000%  | 0.0000% | $5231600.00        | $2539784.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 0.0000%  | 0.0000% | $11740842.00       | $3406253.08        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 0.0000%  | 0.0000% | $803600.00         | $384657.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 0.0000%  | 0.0000% | $3108948.00        | $892252.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 0.0000%  | 0.0000% | $27786602.00       | $7895285.09        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 0.0000%  | 0.0000% | $3070080.00        | $862615.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 0.0000%  | 0.0000% | $1190722.00        | $333067.57         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 0.0000%  | 0.0000% | $16516030.00       | $4558506.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 0.0000%  | 0.0000% | $336856.00         | $146853.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 0.0000%  | 0.0000% | $82.00             | $76.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $715204.00         | $658549.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 0.0000%  | 0.0000% | $55186.00          | $50352.98          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 0.0000%  | 0.0000% | $345220.00         | $312179.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 0.0000%  | 0.0000% | $870840.00         | $780383.24         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 0.0000%  | 0.0000% | $57400.00          | $50953.64          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 0.0000%  | 0.0000% | $965140.00         | $848290.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 0.0000%  | 0.0000% | $964320.00         | $840969.01         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-15      | 0.0000%  | 0.0000% | $11447200.00       | $9888217.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 0.0000%  | 0.0000% | $176300.00         | $150586.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.0000%  | 0.0000% | $1010240.00        | $854417.55         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.0000%  | 0.0000% | $58220.00          | $48721.93          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $474780.00         | $393617.78         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 0.0000%  | 0.0000% | $1328318.00        | $1054886.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 0.0000%  | 0.0000% | $451410.00         | $354477.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-15      | 0.0000%  | 0.0000% | $12482614.00       | $9694821.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 0.0000%  | 0.0000% | $85658613.68       | $68352318.69       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 0.0000%  | 0.0000% | $4731430.34        | $3690368.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 0.0000%  | 0.0000% | $1984642.72        | $1274043.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-08-15      | 0.0000%  | 0.0000% | $40759766.24       | $25500084.20       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-02-15      | 0.0000%  | 0.0000% | $8191651.58        | $4998660.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $185156.00         | $152570.95         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 0.0000%  | 0.0000% | $32368006.78       | $26111238.70       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 0.0000%  | 0.0000% | $22908586.00       | $18071277.71       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-15      | 0.0000%  | 0.0000% | $16642322.30       | $12840500.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 0.0000%  | 0.0000% | $368180.00         | $271235.63         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $36519487.20       | $33588104.48       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 0.0000%  | 0.0000% | $253449304.76      | $228827718.60      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 0.0000%  | 0.0000% | $93314906.94       | $85049445.74       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 0.0000%  | 0.0000% | $21997320.00       | $19673303.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-11-15      | 0.0000%  | 0.0000% | $528585.94         | $343670.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 0.0000%  | 0.0000% | $20406237.92       | $18070295.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 0.0000%  | 0.0000% | $123612309.58      | $107312048.76      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 0.0000%  | 0.0000% | $7487836.56        | $6564084.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-15      | 0.0000%  | 0.0000% | $19383449.46       | $16653329.37       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.0000%  | 0.0000% | $3740594.00        | $3147343.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 0.0000%  | 0.0000% | $72605875.00       | $61736122.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.0000%  | 0.0000% | $123354517.98      | $102740621.13      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 0.0000%  | 0.0000% | $4872273.54        | $3972233.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-05-15      | 0.0000%  | 0.0000% | $698885.18         | $442794.78         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-11-15      | 0.0000%  | 0.0000% | $249478.44         | $154051.94         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-05-15      | 0.0000%  | 0.0000% | $747512.00         | $450102.39         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-08-15      | 0.0000%  | 0.0000% | $51154688.12       | $30391511.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-02-15      | 0.0000%  | 0.0000% | $47070113.14       | $27221493.69       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 0.0000%  | 0.0000% | $1461404.00        | $414379.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-11-15      | 0.0000%  | 0.0000% | $15326702.00       | $8981707.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-05-15      | 0.0000%  | 0.0000% | $7433136.00        | $4238782.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-08-15      | 0.0000%  | 0.0000% | $1918579.42        | $1079772.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-02-15      | 0.0000%  | 0.0000% | $30137673.20       | $16483740.08       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 0.0000%  | 0.0000% | $59294828.94       | $16659949.50       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 0.0000%  | 0.0000% | $16199860.14       | $4498263.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 0.0000%  | 0.0000% | $40692254.00       | $11194154.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-11-15      | 0.0000%  | 0.0000% | $807618.00         | $448181.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 0.0000%  | 0.0000% | $14771309.44       | $7961588.08        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $17600048.68       | $9360462.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-11-15      | 0.0000%  | 0.0000% | $24843048.00       | $13010279.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 0.0000%  | 0.0000% | $13935479.34       | $3794143.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 0.0000%  | 0.0000% | $130925209.80      | $35399558.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 0.0000%  | 0.0000% | $43572941.06       | $22498539.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 0.0000%  | 0.0000% | $65367921.96       | $17538867.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 0.0000%  | 0.0000% | $102074.42         | $51942.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 0.0000%  | 0.0000% | $72190148.94       | $36198378.57       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 0.0000%  | 0.0000% | $38756432.44       | $18898179.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 0.0000%  | 0.0000% | $39260260.94       | $15208247.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 0.0000%  | 0.0000% | $10770003.00       | $5184797.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 0.0000%  | 0.0000% | $503956.42         | $235906.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 0.0000%  | 0.0000% | $61751375.92       | $28433235.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 0.0000%  | 0.0000% | $2671068.00        | $1212667.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 0.0000%  | 0.0000% | $11863158.94       | $5307707.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 0.0000%  | 0.0000% | $204044190.78      | $90039804.33       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.0000%  | 0.0000% | $41220033.06       | $17932280.74       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 0.0000%  | 0.0000% | $3555913.60        | $1525821.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 0.0000%  | 0.0000% | $45238798.94       | $19152750.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 0.0000%  | 0.0000% | $41443485.52       | $17310032.15       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 0.0000%  | 0.0000% | $22220433.80       | $9148597.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 0.0000%  | 0.0000% | $7272989.18        | $2960484.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 0.0000%  | 0.0000% | $61361720.94       | $24606909.16       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $26589566.00       | $10540928.24       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 0.0000%  | 0.0000% | $54217599.68       | $21254220.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 0.0000%  | 0.0000% | $39004010.94       | $14899298.16       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 0.0000%  | 0.0000% | $827544.00         | $312399.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $38267350.00       | $14269856.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 0.0000%  | 0.0000% | $34358314.06       | $12519310.69       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 0.0000%  | 0.0000% | $209268.92         | $75391.85          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.0000%  | 0.0000% | $45016906.94       | $16019491.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 0.0000%  | 0.0000% | $1154480.46        | $406334.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $55503258.00       | $19263959.78       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-11-15      | 0.0000%  | 0.0000% | $757680.00         | $260109.27         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 0.0000%  | 0.0000% | $72970581.48       | $24744251.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 0.0000%  | 0.0000% | $7536210.00        | $2521683.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 0.0000%  | 0.0000% | $50825732.00       | $16821233.44       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 0.0000%  | 0.0000% | $29144631.06       | $9417388.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 0.0000%  | 0.0000% | $16819676.00       | $5363912.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 0.0000%  | 0.0000% | $36014974.00       | $11353144.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 0.0000%  | 0.0000% | $232880.00         | $72440.12          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.0000%  | 0.0000% | $38643556.98       | $11885560.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 0.0000%  | 0.0000% | $2886126.94        | $877512.47         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 0.0000%  | 0.0000% | $43922767.00       | $13184340.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 0.0000%  | 0.0000% | $1061080.00        | $314964.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 0.0000%  | 0.0000% | $6256755.80        | $1832303.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 0.0000%  | 0.0000% | $332100.00         | $96237.27          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 0.0000%  | 0.0000% | $8438046.00        | $2419474.68        | 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. 4.010000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VRN5, C.3 - LEI: N/A, C.5 - Other ID: BIV94VRN5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2034-02-15      | 4.0000%  | 0.0000% | $543342500.00      | $548162798.42      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $455944800.00      | $471837286.29      | U.S. Treasuries (including strips) |

### Security 143: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VRQ8, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV94VRQ8
- **C.18 - Value (incl. sponsor support):** $740959523.80
- **C.18.a - Value (excl. sponsor support):** $740959523.80
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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% | $243266666.67      | $255430000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $258735714.29      | $271672500.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $238957142.86      | $250905000.00      | U.S. Treasuries (including strips) |

### Security 144: 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:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2052-08-01      | 4.5000%  | 0.0000% | $380301.00         | $310044.39         | Agency Mortgage-Backed Securities         |
| GOLD REMIC (FIXED)                      | 2032-04-15      | 6.0000%  | 0.0000% | $27999935.00       | $430723.60         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2052-06-01      | 5.0000%  | 0.0000% | $45543384.00       | $34645347.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2042-04-25      | 3.5000%  | 0.0000% | $5000000.00        | $4623628.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2042-09-25      | 2.0000%  | 0.0000% | $1301000.00        | $1067803.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2043-04-25      | 2.7500%  | 0.0000% | $1847000.00        | $1754769.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2043-05-25      | 3.0000%  | 0.0000% | $1673507.00        | $1361638.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2043-06-25      | 3.0000%  | 0.0000% | $1856326.00        | $1521669.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2043-06-25      | 3.0000%  | 0.0000% | $3362609.00        | $2079958.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2043-07-25      | 2.5000%  | 0.0000% | $1500000.00        | $1390836.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2043-07-25      | 3.0000%  | 0.0000% | $2000000.00        | $1445280.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2044-02-25      | 4.0000%  | 0.0000% | $3181397.00        | $3011816.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2045-07-25      | 3.0000%  | 0.0000% | $7997000.00        | $2178071.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2046-05-25      | 3.0000%  | 0.0000% | $5500000.00        | $4324210.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2046-05-25      | 3.0000%  | 0.0000% | $2000000.00        | $1589536.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2047-04-25      | 3.0000%  | 0.0000% | $1390000.00        | $1162561.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2047-05-25      | 3.5000%  | 0.0000% | $8500000.00        | $2507250.03        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                      | 2043-03-15      | 3.0000%  | 0.0000% | $7000000.00        | $6411237.00        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                      | 2043-04-15      | 3.5000%  | 0.0000% | $5509000.00        | $4923231.70        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                      | 2043-07-15      | 3.5000%  | 0.0000% | $2224314.00        | $2117895.40        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                      | 2043-11-15      | 4.0000%  | 0.0000% | $5561245.00        | $3823852.63        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                      | 2046-08-15      | 3.0000%  | 0.0000% | $993000.00         | $631106.82         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC | 2051-10-25      | 2.0000%  | 0.0000% | $1306802.00        | $704976.12         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2046-10-01      | 3.0000%  | 0.0000% | $59116460.00       | $13748975.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT REAL EST REMIC (FIXED) | 2036-03-25      | 5.5000%  | 0.0000% | $3716000.00        | $596307.63         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                      | 2036-11-15      | 5.7500%  | 0.0000% | $5000000.00        | $1944640.23        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                      | 2037-07-15      | 6.0000%  | 0.0000% | $1380595.00        | $146617.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-08-01      | 6.5000%  | 0.0000% | $1374246.00        | $1438601.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2048-08-01      | 4.5000%  | 0.0000% | $2125176.00        | $537389.64         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-02-01      | 2.3000%  | 0.0000% | $43051.00          | $40568.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2052-07-01      | 4.5000%  | 0.0000% | $27500000.00       | $21781060.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2052-12-01      | 5.0000%  | 0.0000% | $19530368.00       | $17407892.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $913.95            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-04-01      | 4.4400%  | 0.0000% | $1000.00           | $1016.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-08-01      | 5.0000%  | 0.0000% | $83630800.00       | $82797818.96       | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-07-01      | 6.0000%  | 0.0000% | $28063226.00       | $27395850.20       | Agency Mortgage-Backed Securities         |
| GNMA FIXED RATE REMIC                   | 2033-11-20      | 5.5000%  | 0.0000% | $18843000.00       | $1698699.75        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2067-08-20      | 5.3817%  | 0.0000% | $16478730.00       | $5007662.58        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2067-04-20      | 5.5918%  | 0.0000% | $14000000.00       | $4304885.73        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2067-04-20      | 4.9219%  | 0.0000% | $14000000.00       | $3942497.17        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2067-05-20      | 5.4250%  | 0.0000% | $5100530.00        | $1489549.68        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2067-06-20      | 5.2274%  | 0.0000% | $10000000.00       | $3042336.15        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2067-06-20      | 4.5274%  | 0.0000% | $11999458.00       | $2704950.80        | Agency Collateralized Mortgage Obligation |
| GNMA FIXED RATE REMIC                   | 2045-12-20      | 3.0000%  | 0.0000% | $4000000.00        | $1209306.27        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2069-09-20      | 4.8816%  | 0.0000% | $16997900.00       | $5209253.22        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2070-05-20      | 6.3225%  | 0.0000% | $15000000.00       | $4261801.96        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2070-09-20      | 5.4370%  | 0.0000% | $1998000.00        | $993218.59         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2068-02-20      | 4.9235%  | 0.0000% | $7023700.00        | $2507356.94        | Agency Collateralized Mortgage Obligation |
| GNMA FIXED RATE REMIC                   | 2051-07-20      | 2.5000%  | 0.0000% | $11748797.00       | $7070112.73        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC              | 2075-04-20      | 5.0238%  | 0.0000% | $30000000.00       | $29538535.16       | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY PRINCIPAL COMPONENT    | 2065-09-15      | 0.0000%  | 0.0000% | $9714000.00        | $1185292.57        | Agency Debentures and Agency Strips       |
| U.S. TREASURY BILL                      | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $96.67             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2038-05-15      | 4.5000%  | 0.0000% | $560000.00         | $586454.27         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $83.18             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $79.09             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2042-11-15      | 2.7500%  | 0.0000% | $1400300.00        | $1111754.29        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2043-02-15      | 3.1250%  | 0.0000% | $5217000.00        | $4329952.04        | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND                 | 2043-02-15      | 0.6250%  | 0.0000% | $512400.00         | $553592.98         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2043-08-15      | 3.6250%  | 0.0000% | $7969300.00        | $7077184.03        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2043-11-15      | 3.7500%  | 0.0000% | $8960500.00        | $8166478.44        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.52             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2053-05-15      | 3.6250%  | 0.0000% | $8000100.00        | $6827024.68        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                      | 2054-08-15      | 4.2500%  | 0.0000% | $90140200.00       | $85094121.23       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                      | 2027-07-31      | 0.3750%  | 0.0000% | $19054200.00       | $18027130.98       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                      | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $189.15            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                      | 2028-07-31      | 1.0000%  | 0.0000% | $6800.00           | $6354.56           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                      | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                      | 2025-12-31      | 4.2500%  | 0.0000% | $45675200.00       | $46351885.54       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                      | 2027-09-15      | 3.3750%  | 0.0000% | $2117900.00        | $2117558.33        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                      | 2031-11-30      | 4.1250%  | 0.0000% | $3609600.00        | $3729236.05        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                      | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips)        |

### Security 145: 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:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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          | 2052-08-01      | 4.5000%  | 0.0000% | $152120.40         | $124017.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-15      | 6.0000%  | 0.0000% | $11199974.00       | $172289.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $18217353.60       | $13858139.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1849451.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.0000%  | 0.0000% | $520400.00         | $427121.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 2.7500%  | 0.0000% | $738800.00         | $701907.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 3.0000%  | 0.0000% | $669402.80         | $544655.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $742530.40         | $608667.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $1345043.60        | $831983.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $600000.00         | $556334.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $800000.00         | $578112.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $1272558.80        | $1204726.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $3198800.00        | $871228.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $2200000.00        | $1729684.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $800000.00         | $635814.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 3.0000%  | 0.0000% | $556000.00         | $465024.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 3.5000%  | 0.0000% | $3400000.00        | $1002900.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 3.0000%  | 0.0000% | $2800000.00        | $2564494.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.5000%  | 0.0000% | $2203600.00        | $1969292.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-07-15      | 3.5000%  | 0.0000% | $889725.60         | $847158.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-11-15      | 4.0000%  | 0.0000% | $2224498.00        | $1529541.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-08-15      | 3.0000%  | 0.0000% | $397200.00         | $252442.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $522720.80         | $281990.45         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $23646584.00       | $5499590.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $1486400.00        | $238523.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-11-15      | 5.7500%  | 0.0000% | $2000000.00        | $777856.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-07-15      | 6.0000%  | 0.0000% | $552238.00         | $58646.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $549698.40         | $575440.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $850070.40         | $214955.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 2.3000%  | 0.0000% | $17220.40          | $16227.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $11000000.00       | $8712424.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $7812147.20        | $6963157.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $400.00            | $365.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 4.4400%  | 0.0000% | $400.00            | $406.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $33452320.00       | $33119127.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $11225290.40       | $10958340.08       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $7537200.00        | $679479.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 5.3817%  | 0.0000% | $6591492.00        | $2003065.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 5.5918%  | 0.0000% | $5600000.00        | $1721954.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 4.9219%  | 0.0000% | $5600000.00        | $1576998.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 5.4250%  | 0.0000% | $2040212.00        | $595819.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 5.2274%  | 0.0000% | $4000000.00        | $1216934.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $4799783.20        | $1081980.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $1600000.00        | $483722.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 4.8816%  | 0.0000% | $6799160.00        | $2083701.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 6.3225%  | 0.0000% | $6000000.00        | $1704720.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.4370%  | 0.0000% | $799200.00         | $397287.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $2809480.00        | $1002942.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $4699518.80        | $2828045.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-04-20      | 5.0238%  | 0.0000% | $12000000.00       | $11815414.07       | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2065-09-15      | 0.0000%  | 0.0000% | $3885600.00        | $474117.03         | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-10-01      | 0.0000%  | 0.0000% | $40.00             | $38.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-05-15      | 4.5000%  | 0.0000% | $224000.00         | $234581.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $40.00             | $33.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $40.00             | $31.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $560120.00         | $444701.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $2086800.00        | $1731980.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.6250%  | 0.0000% | $204960.00         | $221437.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $3187720.00        | $2830873.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $3584200.00        | $3266591.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $40.00             | $26.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $3200040.00        | $2730809.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $36056080.00       | $34037648.49       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $7621680.00        | $7210852.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 0.5000%  | 0.0000% | $80.00             | $75.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $2720.00           | $2541.82           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $40.00             | $40.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $18270080.00       | $18540754.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $847160.00         | $847023.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $1443840.00        | $1491694.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $40.00             | $39.93             | U.S. Treasuries (including strips)        |

### Security 146: 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:** 0.4100%
- **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 | 2035-05-15      | 4.2500%  | 0.0000% | $345676200.00      | $357000090.16      | U.S. Treasuries (including strips) |

### Security 147: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VTS2, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV94VTS2
- **C.18 - Value (incl. sponsor support):** $723775000.00
- **C.18.a - Value (excl. sponsor support):** $723775000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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       | $66525715.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $449000.00         | $298700.00         | U.S. Treasuries (including strips) |
| TREASURY NOTE 1.25 30-JUN-2028  | 2028-06-30      | 1.2500%  | 0.0000% | $231250000.00      | $236314477.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $29775000.00       | $30394702.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $197250000.00      | $201389051.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $200500000.00      | $204723081.00      | U.S. Treasuries (including strips) |

### Security 148: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV950YJ3, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV950YJ3
- **C.18 - Value (incl. sponsor support):** $1018186250.00
- **C.18.a - Value (excl. sponsor support):** $1018186250.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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% | $45937500.00       | $46861500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $45937500.00       | $46861500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $22968750.00       | $23653066.58       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27187500.00       | $27725500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27187500.00       | $27725500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27187500.00       | $27725500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 | 2043-11-15      | 0.0000%  | 0.0000% | $15210000.00       | $15954543.59       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15437500.00       | $15749500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15437500.00       | $15749500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15437500.00       | $15749500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15187500.00       | $15442000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15187500.00       | $15442000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15187500.00       | $15442000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15187500.00       | $15442000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15187500.00       | $15442000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $7593750.00        | $7721000.00        | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17911250.00       | $18273708.75       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $19377500.00       | $19769864.38       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $37875000.00       | $38613156.25       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $11362500.00       | $11583946.88       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2025-11-15      | 4.6250%  | 0.0000% | $50500000.00       | $51505490.49       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2025-11-15      | 4.6250%  | 0.0000% | $50500000.00       | $51505490.49       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $49750000.00       | $50765875.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50062500.00       | $51085133.15       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50062500.00       | $51085133.15       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $25031250.00       | $25542566.58       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030          | 2030-08-31      | 3.6250%  | 0.0000% | $43230000.00       | $44394757.72       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13650000.00       | $13904640.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $28812500.00       | $29351500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $28062500.00       | $28580500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13562500.00       | $13792000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13562500.00       | $13792000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13562500.00       | $13792000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13562500.00       | $13792000.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP          | 2038-11-15      | 0.0000%  | 0.0000% | $6812500.00        | $6951375.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $13250000.00       | $13500500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $25375000.00       | $25877500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $24000000.00       | $24449500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $18400000.00       | $18762000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $21326250.00       | $21707420.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $22000000.00       | $22441500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $15125000.00       | $15430500.00       | U.S. Treasuries (including strips) |

### Security 149: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV950YL8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV950YL8
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $39000000.00       | $24066507.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $40000000.00       | $24625128.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $33000000.00       | $21119640.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $56000000.00       | $42252332.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $50000000.00       | $41356531.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $51000000.00       | $41100276.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $50000000.00       | $41981927.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $46000000.00       | $36880753.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $40000000.00       | $20960258.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $11610382.00       | $6719998.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $20000000.00       | $21352531.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $37000000.00       | $38217562.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $39000000.00       | $39731476.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $37000000.00       | $38252269.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $20000000.00       | $20672610.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $40000000.00       | $41477400.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $25000000.00       | $25561633.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $22000000.00       | $22738562.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $38000000.00       | $39330276.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $23000000.00       | $23208827.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $33000000.00       | $34177396.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $37000000.00       | $37777912.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $22000000.00       | $22784952.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $42000000.00       | $42845095.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $21000000.00       | $21422547.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $24000000.00       | $24482935.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $45000000.00       | $46510695.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $12860206.00       | $13291923.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $41000000.00       | $40463177.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $26000000.00       | $23855752.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $49000000.00       | $49781104.68       | Agency Mortgage-Backed Securities |

### Security 150: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 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: BIV950ZH6, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV950ZH6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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          | 2046-12-01      | 3.0000%  | 0.0000% | $890.00            | $199.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $504.00            | $308.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $500.00            | $412.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $500.00            | $441.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $512.00            | $437.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $3502594.00        | $1858751.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $512.00            | $314.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $500.00            | $421.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $37318000.00       | $24115302.09       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $512.00            | $504.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $620511.00         | $636967.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $4328.50           | $425.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $792501.00         | $68046.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $500.00            | $39.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $500.00            | $49.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $128045006.00      | $15361165.40       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1139.00           | $111.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $500.00            | $49.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $512.00            | $39.87             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $560.00            | $51.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $512.00            | $129.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $1012.00           | $277.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $500.00            | $158.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $7822563.00        | $5481513.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $3610859.00        | $2635208.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $83670.00          | $61309.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $2816.50           | $1451.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $512.00            | $259.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $500.00            | $269.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $287424.00         | $219499.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $193483.50         | $150956.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $519.50            | $405.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $512.00            | $440.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $11369.00          | $5654.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $512.00            | $463.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $504.00            | $448.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $33131.50          | $29613.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $500.00            | $288.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $512.00            | $490.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1012.00           | $975.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1564.00           | $1470.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $500.00            | $499.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $512.00            | $526.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $19144672.00       | $19617526.25       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $13594500.00       | $692876.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $516.50            | $29.71             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.0000%  | 0.0000% | $500.00            | $19.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 4.0000%  | 0.0000% | $500.00            | $27.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.2838%  | 0.0000% | $500.00            | $498.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $8507657.50        | $4917947.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $25000000.00       | $16534516.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $103445720.00      | $64599918.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $270750.00         | $171120.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $6530055.50        | $3954462.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $34943227.50       | $20937321.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $25000000.00       | $16835843.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $13148735.00       | $8314963.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $66594000.00       | $41988853.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $24998783.50       | $11472709.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $517.00            | $337.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $27967783.00       | $19501309.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.0838%  | 0.0000% | $234150435.50      | $133339494.96      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.1838%  | 0.0000% | $500.00            | $310.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3838%  | 0.0000% | $12990236.50       | $8546480.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2838%  | 0.0000% | $10079700.00       | $6617417.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.3138%  | 0.0000% | $1182247.00        | $1059453.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $11550700.00       | $5851382.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2338%  | 0.0000% | $23473680.00       | $19777020.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2338%  | 0.0000% | $640.00            | $516.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2838%  | 0.0000% | $6371936.00        | $5035212.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2538%  | 0.0000% | $500.00            | $463.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2538%  | 0.0000% | $22893300.00       | $19781091.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.4838%  | 0.0000% | $2710588.00        | $2189149.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.3838%  | 0.0000% | $24292250.00       | $23774237.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5838%  | 0.0000% | $504.00            | $499.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5838%  | 0.0000% | $1665723.00        | $1653708.96        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $500.00            | $495.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-20      | 0.0000%  | 0.0000% | $41800.00          | $41723.51          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-29      | 0.0000%  | 0.0000% | $50.00             | $48.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $50.00             | $42.11             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $2255500.00        | $2330993.51        | U.S. Treasuries (including strips)        |

### Security 151: Natixis

- **C.1 - Title:** Natixis 4.180000%
- **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: BIV950ZL7, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV950ZL7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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      | 4.8140%  | 0.0000% | $25519162.50       | $21723575.77       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $68895.00          | $10814.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $500.00            | $86.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $8834997.50        | $1296137.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $84514.00          | $67336.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $151192.00         | $125560.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $16280511.00       | $804136.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 5.0000%  | 0.0000% | $508227.00         | $61344.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $500.00            | $311.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $170467.50         | $157813.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 7.0000%  | 0.0000% | $685683.50         | $633642.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $600734.00         | $501142.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1037.50           | $802.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $512.00            | $419.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $784500.00         | $563027.81         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $2487500.00        | $2113171.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 2.5000%  | 0.0000% | $2000000.00        | $1350066.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 2.0836%  | 0.0000% | $681500.00         | $511977.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-15      | 4.5000%  | 0.0000% | $2500000.00        | $586081.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-09-15      | 4.0000%  | 0.0000% | $2000000.00        | $762527.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $1105.50           | $948.03            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-10-15      | 4.0000%  | 0.0000% | $1382000.00        | $1294714.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-10-15      | 4.0000%  | 0.0000% | $1500000.00        | $345836.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $250000.00         | $144466.17         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $1605500.00        | $880160.25         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.0828%  | 0.0000% | $17498988.50       | $15662783.15       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 4.5000%  | 0.0000% | $624.00            | $612.51            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $8315277.50        | $7230907.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $2077500.00        | $355312.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $1500000.00        | $313275.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-09-15      | 6.0000%  | 0.0000% | $2549500.00        | $513442.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-03-25      | 4.0000%  | 0.0000% | $2500000.00        | $535700.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $604446.00         | $607770.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $509249.50         | $385225.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $672329.50         | $698279.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $470344.50         | $497013.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $723812.50         | $748390.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $500.00            | $517.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $506.00            | $531.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $277491.00         | $266784.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 3.8900%  | 0.0000% | $434429.50         | $428485.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.0000%  | 0.0000% | $845521.50         | $145431.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 5.0000%  | 0.0000% | $624834.50         | $249632.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.4900%  | 0.0000% | $500000.00         | $356063.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $295817.50         | $255610.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $672.00            | $598.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $51655.50          | $52518.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $500.00            | $515.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $675072.00         | $701692.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 4.2250%  | 0.0000% | $2492500.00        | $2479752.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $23298750.00       | $23949321.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $10788130.00       | $11338948.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $4683250.00        | $4912253.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.5900%  | 0.0000% | $500.00            | $509.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.4800%  | 0.0000% | $14280900.00       | $14417358.76       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $29020535.00       | $19403945.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1338058.00        | $914780.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $25000000.00       | $18911770.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.9530%  | 0.0000% | $508.00            | $413.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $16421064.50       | $15388951.90       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $500.00            | $471.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $277500.00         | $166777.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $25000000.00       | $19406071.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $26852382.00       | $27237426.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $9283120.00        | $9244948.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $5975816.50        | $5787207.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $59170037.50       | $58580691.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $1201982.00        | $1096966.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $500.00            | $505.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $517362.50         | $539785.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $655793.50         | $685683.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1297473.00        | $1353042.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $3603355.00        | $3542882.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $512.00            | $528.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2069-09-20      | 4.8816%  | 0.0000% | $500.00            | $153.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 5.0838%  | 0.0000% | $3907430.00        | $2104292.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $1882600.00        | $672060.34         | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2038-06-15      | 0.0000%  | 0.0000% | $1000.00           | $550.13            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2039-09-15      | 0.0000%  | 0.0000% | $1000.00           | $510.16            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2042-12-15      | 0.0000%  | 0.0000% | $1000.00           | $408.61            | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $50.00             | $49.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $500.00            | $491.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-11      | 0.0000%  | 0.0000% | $25960000.00       | $25845516.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $50.00             | $41.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $50.00             | $41.50             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $250.00            | $200.97            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $50.00             | $44.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $650.00            | $518.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $50.00             | $34.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-11-15      | 2.7500%  | 0.0000% | $5908850.00        | $4401703.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $50.00             | $37.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $66.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $75.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $150.00            | $87.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $850.00            | $538.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $150.00            | $112.99            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $600.00            | $520.29            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $50.00             | $47.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $50.00             | $46.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $50.00             | $46.62             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $950.00            | $877.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $50.00             | $47.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $4899850.00        | $5013888.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $510.77            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $50.00             | $51.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $350.00            | $374.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $650.00            | $637.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $50.00             | $50.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 2.6250%  | 0.0000% | $99650.00          | $100298.10         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $1050.00           | $1017.21           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-15      | 0.2500%  | 0.0000% | $350.00            | $428.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $550.00            | $545.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $500.00            | $495.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $50.00             | $46.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 1.7500%  | 0.0000% | $300.00            | $295.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $7500.00           | $6563.85           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $4078200.00        | $3858374.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 0.3750%  | 0.0000% | $2121950.00        | $2118849.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $86100.00          | $80974.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $5800.00           | $5099.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $2409500.00        | $2281301.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $2487500.00        | $2347697.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $50.00             | $45.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $3294500.00        | $3078690.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $1050.00           | $914.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 0.7500%  | 0.0000% | $50.00             | $48.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $500.00            | $468.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $500.00            | $437.52            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $426450.00         | $417552.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $6181500.00        | $5838986.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $696700.00         | $660571.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $150.00            | $147.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $5958050.00        | $5807710.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $50.00             | $50.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $12925600.00       | $12819545.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $4500100.00        | $4483386.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $1499900.00        | $1495910.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $550.00            | $559.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 4.3750%  | 0.0000% | $8300.00           | $8413.92           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $50.00             | $52.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $13500000.00       | $13706754.26       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $23580550.00       | $23790878.25       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $5049500.00        | $5181502.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $3449800.00        | $3522014.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $2500350.00        | $2547584.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 4.5000%  | 0.0000% | $1031450.00        | $1038144.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $4350.00           | $4371.50           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $500.00            | $538.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $99900.00          | $103080.82         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $4109350.00        | $4300113.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $450.00            | $464.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $9958850.00        | $10426163.81       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $2500350.00        | $2582232.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $500.00            | $498.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $50.00             | $49.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $3948750.00        | $3962728.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $677500.00         | $700967.02         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $50.00             | $51.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $2010550.00        | $2078594.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $50.00             | $51.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $4614250.00        | $4803217.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $50.00             | $51.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 3.8635%  | 0.0000% | $50.00             | $49.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $249950.00         | $259997.37         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $375000.00         | $397786.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $12847750.00       | $13009387.12       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $9950.00           | $10237.45          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $103.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $27662950.00       | $28215704.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $2433550.00        | $2468432.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $121400.00         | $122136.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $900.00            | $898.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $538.20            | $495.00            | U.S. Treasuries (including strips)        |

### Security 152: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.160000%
- **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: BIV950ZM5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV950ZM5
- **C.18 - Value (incl. sponsor support):** $1901817235.00
- **C.18.a - Value (excl. sponsor support):** $1901817235.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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    | 2050-06-01      | 2.0000%  | 0.0000% | $13429190.44       | $5831386.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $646051.98         | $505927.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $118469792.29      | $94053943.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $25778857.40       | $2772174.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1076500321.70     | $105706133.31      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $103516270.93      | $10189600.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $297754965.31      | $209417418.67      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $116546603.30      | $88437898.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $48552088.93       | $37759230.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $20134862.02       | $15675508.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $56115195.16       | $43785063.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $7793504.21        | $5055555.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $518666233.04      | $345435945.97      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $2420466.48        | $1206422.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $243515264.80      | $218129715.89      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $204713494.64      | $156837856.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $77589934.07       | $73622208.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $367986271.16      | $359603208.28      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $178628920.48      | $177120906.12      | Agency Mortgage-Backed Securities |

### Security 153: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 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: BIV950ZP8, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV950ZP8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2045-05-15      | 5.0000%  | 0.0000% | $61329000.00       | $65558551.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $44.44             | $40.79             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $7747111.11        | $6775672.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $3461655.56        | $3016194.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $55544.44          | $54133.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $862800.00         | $809795.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $4358733.33        | $4348516.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $960444.44         | $994511.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $3492166.67        | $3532127.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $4444444.44        | $4505497.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $77.78             | $80.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $2019022.22        | $2100916.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $2330911.11        | $2384595.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $7819888.89        | $7919373.26        | U.S. Treasuries (including strips) |

### Security 154: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.190000%
- **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: BIV950ZQ6, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV950ZQ6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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% | $1350.67           | $25.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 5.5000%  | 0.0000% | $241.00            | $1.08              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $334.17            | $4.43              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $237.17            | $0.17              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 4.5000%  | 0.0000% | $1054.83           | $69.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 5.5000%  | 0.0000% | $325.67            | $2.21              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $41161114.50       | $3490512.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $23239167.67       | $4002286.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $19054342.17       | $4130909.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $166.67            | $21.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $22394833.33       | $5005858.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 3.0000%  | 0.0000% | $308166.50         | $94149.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 3.0000%  | 0.0000% | $216500.00         | $102367.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 4.0000%  | 0.0000% | $1873997.33        | $1414745.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $82999.67          | $72739.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $1892560.17        | $1434244.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $13890581.33       | $2875524.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1499166.67        | $997055.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $279753.50         | $242062.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $174.67            | $164.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $4466666.67        | $3460895.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $891097.33         | $850318.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $193039.00         | $188505.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $5248833.33        | $3524806.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $7147200.67        | $6716440.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $1132523.33        | $210067.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 4.0000%  | 0.0000% | $3609904.00        | $823231.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $2824463.50        | $635233.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $308384.00         | $69078.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $834497.83         | $32724.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $34374.17          | $27006.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 4.5000%  | 0.0000% | $126316.67         | $119760.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $170.67            | $156.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $166.67            | $163.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $333.33            | $322.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $88082.83          | $83578.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $172529.00         | $85881.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $166.67            | $157.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $168.00            | $165.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $170.67            | $166.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $170.67            | $161.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $166.67            | $144.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $166.67            | $163.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $196954.00         | $124878.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $166.67            | $176.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $166.67            | $156.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $81383.83          | $49337.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $166.67            | $164.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $166.67            | $160.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $166666.67         | $174878.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $166.67            | $175.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $129888.00         | $138715.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1024625.33        | $1024025.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1153618.67        | $1139858.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $168.00            | $170.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $166.67            | $171.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $170785.33         | $175479.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $166.67            | $173.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $341243.33         | $363588.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $518652.83         | $528155.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1378186.67        | $1399952.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $66027.67          | $67944.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $440182.67         | $431964.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $236802.00         | $244997.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $244737.67         | $245216.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $7281.67           | $6983.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $166.67            | $169.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $166.67            | $171.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.0000%  | 0.0000% | $131500.00         | $13228.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $12215807.83       | $2673632.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $166.67            | $42.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-07-01      | 4.0000%  | 0.0000% | $174.00            | $57.56             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $166.67            | $40.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $695976.67         | $199777.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $79066.67          | $16582.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $162499.83         | $31538.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $166.67            | $15.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $333.33            | $60.35             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $13214000.00       | $2455505.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $252833.33         | $44663.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $9429000.00        | $2722439.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $166.67            | $33.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-02-01      | 3.0000%  | 0.0000% | $1336968.00        | $1058546.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $16166.67          | $4488.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $166.67            | $36.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $213.33            | $84.29             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $166.67            | $68.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $5441666.67        | $3026678.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $166.67            | $109.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $166.67            | $116.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $419720.00         | $400206.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $72833.33          | $54506.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $61990.00          | $48809.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 3.0000%  | 0.0000% | $5704500.00        | $4396404.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $158114.50         | $164683.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $92348.83          | $80346.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $166.67            | $137.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $166.67            | $139.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $166.67            | $31.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $974483.33         | $392813.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $186.83            | $39.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $166.67            | $32.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $512833.33         | $130159.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 2.0000%  | 0.0000% | $2458.33           | $976.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $170.67            | $66.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $20166.67          | $8128.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $24604.83          | $15123.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $166.67            | $84.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1666.67           | $933.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $333.33            | $179.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $166.67            | $101.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $409000.00         | $275290.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $242833.33         | $159093.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $6790.67           | $4786.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $341.33            | $252.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $261500.00         | $196336.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $5195735.00        | $3921750.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $170.67            | $133.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $333.33            | $261.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $173.33            | $137.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $10955.00          | $8700.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $166.67            | $106.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $166.67            | $142.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $166.67            | $115.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $823767.33         | $722648.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $168.00            | $145.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $845372.00         | $768470.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $13868.17          | $10695.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $76126.33          | $43852.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $337.33            | $305.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $4225833.33        | $3595884.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $933482.67         | $866950.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $166.67            | $143.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $170.67            | $146.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $5416666.67        | $4781682.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $166.67            | $149.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1370374.83        | $1195170.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $336.00            | $332.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $333.33            | $322.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $170.67            | $166.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 7.5000%  | 0.0000% | $166.67            | $147.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.5000%  | 0.0000% | $166.67            | $124.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-09-01      | 4.5000%  | 0.0000% | $166.67            | $135.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $341.33            | $323.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $12166.67          | $11480.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1029255.00        | $992708.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $334.67            | $329.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $170.67            | $147.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $85865.67          | $84381.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $333.33            | $314.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1543064.00        | $1429234.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $248133.33         | $245173.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 2.5000%  | 0.0000% | $901892.00         | $732862.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $1447941.33        | $1242741.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $169.50            | $167.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1254749.33        | $1263599.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1071390.00        | $944732.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $20720298.67       | $3656660.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $4020500.00        | $3660418.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $2568739.50        | $2585041.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $2631283.67        | $2697342.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $51725333.33       | $24256539.66       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $22272290.17       | $15858960.68       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000000.00        | $941576.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $8333166.33        | $7914658.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1666666.67        | $1578638.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2333166.67        | $2193849.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $5833333.33        | $5699919.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1500000.00        | $1484483.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $8083166.33        | $8051018.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $8333333.33        | $8286180.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $9166666.67        | $9194184.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $750000.00         | $757568.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.4455%  | 0.0000% | $5833333.33        | $919188.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5338%  | 0.0000% | $16666666.67       | $16694477.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.4938%  | 0.0000% | $16666666.67       | $16752495.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.5463%  | 0.0000% | $5810833.33        | $1588003.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5455%  | 0.0000% | $395916.00         | $74164.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 4.5455%  | 0.0000% | $6937233.00        | $722616.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | 4.4963%  | 0.0000% | $4286928.67        | $1317293.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10074504.83       | $6201418.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.7000%  | 0.0000% | $3891057.67        | $3943795.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.6500%  | 0.0000% | $4166666.67        | $4218259.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $430080.00         | $270849.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $8333250.00        | $6052036.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $8333333.33        | $6011177.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.2838%  | 0.0000% | $16666666.67       | $6745700.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $6891002.33        | $3757337.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $5833333.33        | $3724696.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0838%  | 0.0000% | $16666666.67       | $9073536.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $16666666.67       | $10044179.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.2838%  | 0.0000% | $16666666.67       | $7226417.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6838%  | 0.0000% | $16666666.67       | $6277249.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2338%  | 0.0000% | $8711500.00        | $6951369.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.2996%  | 0.0000% | $16666666.67       | $16736188.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.2614%  | 0.0000% | $3333333.33        | $3368158.86        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $8333366.67        | $8263833.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-18      | 0.0000%  | 0.0000% | $19616.67          | $19522.02          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $10245633.33       | $10167100.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $674933.33         | $575572.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $213316.67         | $153169.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $948416.67         | $949892.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $16.67             | $8.37              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $16.67             | $10.53             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $182533.33         | $137230.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $1334100.00        | $1123458.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $1013416.67        | $933014.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $929633.33         | $877551.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $683783.33         | $697130.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $9533.33           | $9554.81           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $22466.67          | $24016.08          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $20700.00          | $20609.36          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $16.67             | $16.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $66.67             | $66.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-15      | 0.2500%  | 0.0000% | $101900.00         | $124853.01         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $4109750.00        | $4092828.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $2559233.33        | $3440156.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-15      | 1.7500%  | 0.0000% | $16.67             | $15.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $1066666.67        | $1278978.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $6116.67           | $5357.27           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $33.33             | $31.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $66.67             | $58.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $3226633.33        | $3202306.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $963483.33         | $847711.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $2295266.67        | $2175291.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $30500000.00       | $26575122.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $16.67             | $15.62             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $439850.00         | $430783.11         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $138483.33         | $148664.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $5795650.00        | $5679861.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 2.3750%  | 0.0000% | $434900.00         | $418348.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $15592716.67       | $14634810.49       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 1.6250%  | 0.0000% | $39051600.00       | $43232761.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $792233.33         | $818524.08         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $3100.00           | $3120.46           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $46700.00          | $45829.16          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $11100166.67       | $11074147.88       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $1140183.33        | $1116700.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $766200.00         | $778278.14         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $95800.00          | $97504.40          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 4.1250%  | 0.0000% | $2066.67           | $2115.91           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $2399983.33        | $2407550.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $3197300.00        | $3239852.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $2738483.33        | $2783191.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $1624333.33        | $1638743.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $1249300.00        | $1273251.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 4.5000%  | 0.0000% | $16.67             | $16.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $3259266.67        | $3413301.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $3461700.00        | $3582361.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $1555583.33        | $1550039.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $56500.00          | $56712.50          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $16.67             | $16.75             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $507700.00         | $507753.14         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $1691683.33        | $1681024.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $485533.33         | $493746.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $4066.67           | $4134.02           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $16.67             | $17.00             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $457366.67         | $464677.03         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $16.67             | $16.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $18350.00          | $18443.02          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $2578366.67        | $2622380.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-07-15      | 1.8750%  | 0.0000% | $12272833.33       | $12536060.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $69666.67          | $70100.16          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-09-30      | 3.8750%  | 0.0000% | $1581500.00        | $1585621.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $331950.00         | $331513.64         | U.S. Treasuries (including strips)        |

### Security 155: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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: BIV950ZT0, C.3 - LEI: N/A, C.5 - Other ID: BIV950ZT0
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 3.9500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2031-08-15      | 1.2500%  | 0.0000% | $181055300.00      | $157756287.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $200000000.00      | $189742706.08      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $32912000.00       | $33602069.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $1690956100.00     | $1718562594.15     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $748300000.00      | $765230262.69      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $244730400.00      | $246257306.58      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 3.6250%  | 0.0000% | $307050000.00      | $305848820.40      | U.S. Treasuries (including strips) |

### Security 156: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV950ZV5, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV950ZV5
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2026-01-22      | 0.0000%  | 0.0000% | $39999488.00       | $39665732.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $51232.00          | $50658.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $56919424.00       | $56687078.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $1600000.00        | $3256986.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $398944.00         | $417071.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $320.00            | $524.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $3200000.00        | $3518511.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $4013824.00        | $6338570.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $867136.00         | $885715.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $1026816.00        | $1059358.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $767680.00         | $764373.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $64.00             | $54.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $372352.00         | $309118.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $1021120.00        | $809033.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $223968.00         | $185505.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $8277024.00        | $6650730.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $48096.00          | $38441.55          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $32.00             | $22.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $1895872.00        | $1898822.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $7407296.00        | $5670449.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $345472.00         | $285502.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $576.00            | $431.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $29088.00          | $14614.84          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $1472.00           | $938.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $96.00             | $63.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $5324800.00        | $4027150.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $4558272.00        | $2720963.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $740736.00         | $430153.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $217344.00         | $163401.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $29856.00          | $25387.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $5889408.00        | $5422154.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $3081472.00        | $3182818.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $423680.00         | $421429.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $224.00            | $211.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $2499392.00        | $2557912.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $15681664.00       | $16763149.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $5323392.00        | $5223098.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $26336.00          | $25998.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $416.00            | $416.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $96.00             | $95.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $1014720.00        | $1007518.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $2864192.00        | $3509352.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $3199968.00        | $3173202.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $352.00            | $348.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $6432.00           | $6299.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $20384.00          | $20075.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $4160.00           | $3937.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $11507872.00       | $9977874.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $1182464.00        | $1112499.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $22787808.00       | $19930361.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $204896.00         | $192796.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $597792.00         | $525961.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $639936.00         | $606195.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $152672.00         | $144691.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $1631328.00        | $1541595.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $59712000.00       | $55833227.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $3926720.00        | $3674768.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $4799808.00        | $4680956.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $456320.00         | $444729.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $1632.00           | $1598.36           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $478496.00         | $452202.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $32.00             | $31.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $700960.00         | $752495.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $64.00             | $57.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $67360.00          | $65685.57          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $77472.00          | $76473.85          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $1664000.00        | $1591374.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $3520000.00        | $3504055.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $7301824.00        | $7337228.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $4902400.00        | $4885672.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $64.00             | $66.12             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $4958752.00        | $5066400.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $3656128.00        | $3731147.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $7054752.00        | $7186610.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 3.8750%  | 0.0000% | $7901760.00        | $7990696.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $18944.00          | $18590.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $8000000.00        | $8155266.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $7360000.00        | $7302319.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $32.00             | $32.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $32.00             | $31.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $2976.00           | $3022.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $3195584.00        | $3271729.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $96.00             | $98.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $3737824.00        | $3903543.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $32.00             | $33.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $16224.00          | $16875.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $427072.00         | $432755.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $1782912.00        | $1809955.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $2960512.00        | $2979614.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $26624.00          | $26989.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $960000.00         | $1005370.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $2541120.00        | $2596816.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $96.00             | $96.96             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $15537920.00       | $15596359.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $732992.00         | $733068.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $32.00             | $32.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $5648320.00        | $5741873.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $121760.00         | $127428.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $2508288.00        | $2567064.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $6399104.00        | $6528437.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $5008000.00        | $5138202.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $32.00             | $33.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $427456.00         | $429622.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $32.00             | $32.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $1919872.00        | $1957831.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $7360000.00        | $7495124.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $9485888.00        | $9647603.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $2141760.00        | $2155086.94        | U.S. Treasuries (including strips) |

### Security 157: ABN AMRO Bank N.V.

- **C.1 - Title:** ABN AMRO Bank N.V. 4.180000%
- **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: BIV950ZW3, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BIV950ZW3
- **C.18 - Value (incl. sponsor support):** $555000000.00
- **C.18.a - Value (excl. sponsor support):** $555000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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          | 2048-11-01      | 4.5000%  | 0.0000% | $4878576.73        | $1108003.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $5690834.03        | $4553561.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $687676.45         | $555330.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $28593859.93       | $25215377.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 2.5000%  | 0.0000% | $7102238.80        | $5618104.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $6441970.10        | $6091419.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $4954207.50        | $4131967.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1603296.03        | $1257737.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1536851.43        | $1034848.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $11867281.95       | $7966493.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $7762891.38        | $6614659.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $7456648.85        | $6823487.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 3.0000%  | 0.0000% | $2000997.93        | $1418385.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $10176956.38       | $8642854.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $16511191.73       | $14173352.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $1855858.95        | $258166.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 4.0000%  | 0.0000% | $883407.38         | $190402.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $21947233.57       | $3025707.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $33191502.13       | $7569895.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $174772.27         | $39121.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2333052.58        | $1155523.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3236872.85        | $2459608.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $5651894.30        | $5569705.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $119349.98         | $79672.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5660%  | 0.0000% | $10306622.88       | $8145442.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $300346.58         | $209403.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-04-01      | 4.7200%  | 0.0000% | $2186029.38        | $2244963.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 4.2300%  | 0.0000% | $15607525.00       | $15718229.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1896554.33        | $530944.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $94824051.40       | $26798765.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $43298.33          | $8568.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $49831602.78       | $12546674.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $124049508.73      | $29269095.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $45795999.83       | $13478742.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $22707071.13       | $14763841.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $4409453.73        | $2837262.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $10375554.80       | $7576154.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $480478.30         | $329447.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $13380.13          | $9939.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1117413.88        | $841402.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $107756620.70      | $80148708.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $7070.70           | $5382.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2447636.95        | $1959712.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $560953.30         | $404161.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $300520.48         | $196059.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2083244.30        | $2120427.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $12419801.10       | $12686594.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $6125388.85        | $4717556.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1669677.73        | $1311201.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1302459.20        | $1014330.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $37149850.93       | $37703661.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $45461591.05       | $46897193.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $11736037.40       | $2595627.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $1721.43           | $114.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $320441.28         | $32672.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $19607526.55       | $19486288.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $8491213.25        | $8502032.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1139081.07        | $1155385.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $27818423.18       | $28134085.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $68188977.95       | $66166535.76       | Agency Mortgage-Backed Securities |

### Security 158: Banco Santander

- **C.1 - Title:** Banco Santander 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: BIV950ZZ6, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV950ZZ6
- **C.18 - Value (incl. sponsor support):** $997000000.00
- **C.18.a - Value (excl. sponsor support):** $997000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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          | 2039-06-01      | 5.0000%  | 0.0000% | $2520260.00        | $93615.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 5.0000%  | 0.0000% | $1005.00           | $27.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $32.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.5000%  | 0.0000% | $4056.00           | $1033.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $10199.00          | $3018.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $27741466.00       | $12212194.45       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $2854857.00        | $2195166.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $48240512.00       | $37778946.70       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $11184627.00       | $9923631.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $5747776.00        | $4887114.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $6354888.00        | $4972349.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $13529614.00       | $9146440.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $34423776.00       | $30845863.32       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $7173885.00        | $6075770.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $2064.00           | $1825.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $6679.00           | $4346.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $5281625.00        | $4121845.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.0000%  | 0.0000% | $28738256.00       | $23363877.28       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $810.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 5.0000%  | 0.0000% | $1038.00           | $129.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 5.0000%  | 0.0000% | $1992676.00        | $167604.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $2029.00           | $398.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $142.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.5000%  | 0.0000% | $8172082.00        | $1421963.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 4.0000%  | 0.0000% | $1024.00           | $160.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.5000%  | 0.0000% | $9825050.00        | $1894491.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.5000%  | 0.0000% | $2930864.00        | $718520.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $2921296.00        | $1250942.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.5000%  | 0.0000% | $6900930.00        | $1533394.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 3.5000%  | 0.0000% | $15129848.00       | $3864235.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $439.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $11675217.00       | $7986537.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $23262057.00       | $15988497.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $1290.00           | $860.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2024.00           | $1410.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1398.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $3119.00           | $2190.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $805043.00         | $614459.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $310056.00         | $208718.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $7534560.00        | $4496613.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $1056.00           | $751.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $71740781.00       | $54388583.17       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1340810.00        | $973697.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $814.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $21325436.00       | $19526836.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-25      | 5.3328%  | 0.0000% | $17540348.00       | $17474056.91       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 2.5000%  | 0.0000% | $16036586.00       | $9932224.65        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $5682104.00        | $1405214.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $2606516.00        | $279797.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 4.5000%  | 0.0000% | $3020576.00        | $228905.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $36642.00          | $5963.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | 0.0000% | $5488902.00        | $1434482.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $208.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $203.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $146.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $940.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1004.00           | $1006.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 3.0000%  | 0.0000% | $2000.00           | $442.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $2008.00           | $445.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-08-01      | 3.5000%  | 0.0000% | $1539662.00        | $455631.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-09-01      | 3.5000%  | 0.0000% | $2024.00           | $725.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $65186536.00       | $23773282.23       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $2000.00           | $825.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $104033776.00      | $16312617.19       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $150.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $1009.00           | $334.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $5898256.00        | $1915337.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $18813599.00       | $6188110.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $24835753.00       | $12294791.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $590.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $830.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $16099000.00       | $12108429.23       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $807.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $877.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $732.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3106516.00        | $1920549.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $4996318.00        | $3525248.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1813.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $794.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $965.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $307.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 5.0000%  | 0.0000% | $1024.00           | $311.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9657.00           | $1920.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1024.00           | $438.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $4278605.00        | $2261256.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $537.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1120.00           | $769.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $694.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $703.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $802.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1639.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1562.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $911.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1514.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $798.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $22163168.00       | $15924263.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $824.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $3631.00           | $2875.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $37717.00          | $34664.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1931.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $849.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $18339092.00       | $16373938.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $2140.00           | $1907.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $44490321.00       | $37642995.16       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $23425886.00       | $19566840.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $6437000.00        | $5538469.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2195.00           | $1984.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2523214.00        | $2256937.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $32089707.00       | $30999348.37       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $966.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $972.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1169146.00        | $1122942.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $94958851.00       | $91387092.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $18014978.00       | $17723503.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $887.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1028.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1024.00           | $561.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $825.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $2064.00           | $1651.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $9395.00           | $7090.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $836.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $51521824.00       | $45534387.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1280.00           | $1274.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $19373824.00       | $282426.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $2317850.00        | $127106.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 4.0000%  | 0.0000% | $2047.00           | $119.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $96145456.00       | $76614781.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1913.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.5000%  | 0.0000% | $1024.00           | $62.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $991.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2080.00           | $2028.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1042.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2045.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $952.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1045.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $999.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2048.00           | $2070.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $968.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1714.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $85.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1024.00           | $477.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $17962014.00       | $9664172.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $48000.00          | $20818.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $77174.00          | $45594.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $721698.00         | $469343.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $22786.00          | $11743.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $31000.00          | $15640.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $510175.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $61000.00          | $36287.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $42000.00          | $29288.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $40712768.00       | $25498772.86       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $867.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.0000%  | 0.0000% | $87727597.00       | $78925923.94       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-09-15      | 5.6900%  | 0.0000% | $1000.00           | $1043.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.7300%  | 0.0000% | $1000.00           | $1052.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2008.00           | $2046.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $941.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $89706687.00       | $87046043.09       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $16670811.00       | $16251278.15       | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $17656900.00       | $18265862.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $3223500.00        | $3248133.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $46009600.00       | $46919291.25       | U.S. Treasuries (including strips)        |

### Security 159: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 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: BIV951009, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV951009
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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       | 2037-04-01      | 6.9950%  | 0.0000% | $16501834.14       | $28023.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2038-03-01      | 6.9250%  | 0.0000% | $13769229.54       | $88648.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2040-09-01      | 6.6500%  | 0.0000% | $13000880.64       | $180658.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2037-10-01      | 5.9120%  | 0.0000% | $32968970.76       | $206901.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2036-07-01      | 6.2500%  | 0.0000% | $25080000.00       | $92086.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2036-11-01      | 6.8150%  | 0.0000% | $22546519.38       | $92229.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2038-01-01      | 6.6600%  | 0.0000% | $33000000.00       | $64334.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2038-04-01      | 6.7750%  | 0.0000% | $20291170.02       | $368945.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-06-01      | 6.0000%  | 0.0000% | $35445428.04       | $28503775.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 5.7620%  | 0.0000% | $19550266.56       | $21257.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-10-01      | 6.4390%  | 0.0000% | $36454722.48       | $1204511.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 4.2020%  | 0.0000% | $15751709.16       | $401461.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.2900%  | 0.0000% | $3630529.32        | $3650224.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.5700%  | 0.0000% | $3754080.00        | $3822011.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 4.6900%  | 0.0000% | $2986500.00        | $3061635.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $69778382.52       | $53088206.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $58014640.20       | $49843652.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-11-01      | 6.8350%  | 0.0000% | $14568886.86       | $126632.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $80827771.20       | $59759177.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $81573506.52       | $66657532.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $52216412.16       | $49020858.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-04-01      | 6.7110%  | 0.0000% | $31416000.00       | $613718.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 6.5680%  | 0.0000% | $108798589.02      | $1062992.08        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2026-08-06      | 0.0000%  | 0.0000% | $2559216.00        | $2487583.54        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-11-15      | 6.1250%  | 0.0000% | $572220.00         | $616480.30         | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2046-08-15      | 2.2500%  | 0.0000% | $1042008.00        | $709323.90         | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-11-30      | 0.6250%  | 0.0000% | $226512.00         | $213645.60         | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-10-31      | 1.3750%  | 0.0000% | $166650.00         | $156059.39         | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-06-30      | 4.0000%  | 0.0000% | $930666.00         | $952274.73         | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-09-30      | 3.5000%  | 0.0000% | $9497268.00        | $9505158.04        | U.S. Treasuries (including strips) |

### Security 160: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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: BIV951033, C.3 - LEI: N/A, C.5 - Other ID: BIV951033
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 5.9000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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       | $11300640.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $131000000.00      | $69322842.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.0000%  | 0.0000% | $296000000.00      | $131697208.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 0.0000%  | 0.0000% | $123000000.00      | $54011760.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $112000000.00      | $46693920.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $48980876.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $900000.00         | $365400.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $132000000.00      | $50306124.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $87000000.00       | $32771160.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $207000000.00      | $75067308.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $120075700.00      | $41852505.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $430000000.00      | $144304990.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $189275600.00      | $51875142.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $1373551200.00     | $1421427924.58     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 0.0000%  | 0.0000% | $229000000.00      | $166732381.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 0.0000%  | 0.0000% | $50000000.00       | $35526400.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 0.0000%  | 0.0000% | $500587.59         | $338259.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $146000000.00      | $96175310.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $255000000.00      | $163613100.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 0.0000%  | 0.0000% | $391000000.00      | $238276964.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 0.0000%  | 0.0000% | $310000000.00      | $228486120.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 0.0000%  | 0.0000% | $353000000.00      | $254098225.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-11-15      | 0.0000%  | 0.0000% | $270000000.00      | $166646160.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-08-15      | 0.0000%  | 0.0000% | $272000000.00      | $161482048.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $101005000.00      | $28455532.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $155162005.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $86991054.00       | $24276071.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $55900000.00       | $15421580.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4831761.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $207000000.00      | $114659370.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $153000000.00      | $82309716.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $170000000.00      | $88846420.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2759024.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $53115667.00       | $14286627.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $50870000.00       | $13559042.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $20790637.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $143000000.00      | $69521738.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $35926948.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $280000000.00      | $128635640.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $65644690.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $128000000.00      | $57109248.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $37417170.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 0.0000%  | 0.0000% | $235000000.00      | $99222875.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 0.0000%  | 0.0000% | $94000000.00       | $39152598.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $72000000.00       | $28792080.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $84834197.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $83000000.00       | $29806296.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $183000000.00      | $64149369.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $94000000.00       | $29478776.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $23610960.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $45654000.00       | $13298690.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $22764425.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $13923815.85       | U.S. Treasuries (including strips) |

### Security 161: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 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: BIV9510L3, C.3 - LEI: N/A, C.5 - Other ID: BIV9510L3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 Note 3.875 12/31/2029 | 2029-12-31      | 3.8750%  | 0.0000% | $4000000000.00     | $93856406.36       | U.S. Treasuries (including strips) |
| T Note 4.375 12/31/2029 | 2029-12-31      | 4.3750%  | 0.0000% | $4000000000.00     | $730363101.10      | U.S. Treasuries (including strips) |
| T Note 4.25 01/31/2030  | 2030-01-31      | 4.2500%  | 0.0000% | $4000000000.00     | $1215780498.00     | U.S. Treasuries (including strips) |

### Security 162: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 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: BIV951116, C.3 - LEI: N/A, C.5 - Other ID: BIV951116
- **C.18 - Value (incl. sponsor support):** $2740000000.00
- **C.18.a - Value (excl. sponsor support):** $2740000000.00
- **C.19 - Percentage of Net Assets:** 3.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2026-10-01      | 0.0000%  | 0.0000% | $275000000.00      | $265834250.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $175660000.00      | $277250959.93      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $300000000.00      | $324117667.12      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $335900000.00      | $313165117.83      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $126570100.00      | $125419953.63      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $87956100.00       | $94221648.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $201331000.00      | $274151392.45      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $313400000.00      | $292870419.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $305000000.00      | $291504703.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $249955000.00      | $255807139.05      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $271464300.00      | $280456761.49      | U.S. Treasuries (including strips) |

### Security 163: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV951140, C.3 - LEI: N/A, C.5 - Other ID: BIV951140
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $106.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $380800.00         | $353014.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $6500000.00        | $6141928.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $24999900.00       | $21020008.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $6250000.00        | $4951875.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $63790100.00       | $51177210.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $4891600.00        | $3781126.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $24999800.00       | $16538340.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $159085900.00      | $92382889.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $7413000.00        | $6386612.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $1677700.00        | $1529462.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $7000000.00        | $6459404.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $77671000.00       | $77140876.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $9321900.00        | $9540161.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $16823200.00       | $17215110.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.0105%  | 0.0000% | $300.00            | $300.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $222021000.00      | $226752056.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 3.9475%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $106390400.00      | $109316401.98      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $12915400.00       | $12869369.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $70001400.00       | $71585179.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $1600.00           | $1633.72           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.9555%  | 0.0000% | $55343000.00       | $55356669.72       | U.S. Treasuries (including strips) |

### Security 164: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9512A5, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9512A5
- **C.18 - Value (incl. sponsor support):** $741286666.70
- **C.18.a - Value (excl. sponsor support):** $741286666.70
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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% | $243466666.67      | $255640000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $258862857.14      | $271806000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $238957142.86      | $250905000.00      | U.S. Treasuries (including strips) |

### Security 165: Societe Generale

- **C.1 - Title:** Societe Generale 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: BIV9512U1, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9512U1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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? 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 | 2028-11-15      | 5.2500%  | 0.0000% | $6270000.00        | $6710850.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $17373450.00       | $18166787.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $12636050.00       | $12758741.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $16733050.00       | $15836091.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $13766050.00       | $11596750.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $14111000.00       | $11737461.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $32063100.00       | $25358579.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $16985950.00       | $15084473.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $27145250.00       | $23991702.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $31597250.00       | $25320588.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $27989650.00       | $20146417.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $21226550.00       | $16380722.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $33149750.00       | $26019178.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $24858700.00       | $25891674.91       | U.S. Treasuries (including strips) |

### Security 166: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.190000%
- **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: BIV951835, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV951835
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-10-20      | 4.4955%  | 0.0000% | $1214.00           | $185.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5338%  | 0.0000% | $249169746.00      | $249722183.75      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $565233.00         | $355964.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2338%  | 0.0000% | $399253000.00      | $318585211.42      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1838%  | 0.0000% | $296046000.00      | $270513091.54      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.4338%  | 0.0000% | $297961966.00      | $181179513.51      | Agency Collateralized Mortgage Obligation |

### Security 167: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 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: BIV954GV8, C.3 - LEI: N/A, C.5 - Other ID: BIV954GV8
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TII Note .375 01/15/2027 | 2027-01-15      | 0.3750%  | 0.0000% | $150000000.00      | $153000219.50      | U.S. Treasuries (including strips) |

### Security 168: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV954LD2, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV954LD2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $171.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $45402400.00       | $44364818.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $13844800.00       | $13967625.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $54250000.00       | $57109208.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $38952200.00       | $39149662.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $43059400.00       | $43388459.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $50000100.00       | $51638036.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $96000.00          | $98005.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $56034700.00       | $56383371.74       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2025-11-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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